Welcome!
We have worked for years getting everything all set up for you to do just this.
We'd love to get your feedback on your progress with our lessons. We are constantly looking to improve the beginner material.
There is no problem playing the electric unplugged. You will still be able to tell if your playing "sounds right" without the amp.
One advantage to playing the electric first is the thinner electric guitar strings aren't so hard on your fingers. You will develop some calluses on your fingertips, which will get you ready for the thicker acoustic guitar strings.
btw...there are other alternatives besides amps. You can buy a headphone amp, or plug into your computer with an audio interface, I think there are even iphone apps that are amps. Just something to think about, should you decide to continue with the electric.
Have fun.
Jon