I started in residential(non-union new construction) in Va.25 years ago and worked at that for about 1-1/2 years. I then went into service/light comercial then onto comercial construction and after 4 years got my j-card. I then went into electrical maintenance for 3 different large organizations. Along the way I took many classes at com coll. and seminars. After 11 years in the trade I took the tests and got masters licenses. I am now an EC (18 mos.). I never regretted starting in residential new construction. I believe it is a good way to start in the field. It seems to me it is easier to learn circuitry in new houses and not get so overwhelmed as you might in comercial/industrial.
If you're young don't be afraid to change jobs/employers when you feel you've learned what you can there. The Union apprenticeship is great from what I hear but when I started it was difficult to get in as well.
As an electrical apprentice be prepared for hard work under electricians from different walks of life. Some may be rough on you others may be easy. The main thing is to stay focused and don't give up. It's not for everybody and it's not easy.