It is tougher as your first salt tank, but not impossible.
Keep in mind, that very few fish can go in a tank that size. Clownfish are out of the question, unfortunately, and you would probably have room for a couple gobies or blennies.
Speaking as a person with two picos, I can attest to the labor involved in maintaining a tank that size. The maintenance regimen is much more intensive and requires discipline, especially for long term success. A lot of people start picos, but I tend to see the threads peater out in about 2-5 pages. Unless you've had prior FW experience with specifically picos, I dunno if a pico is right for you, especially as a first system.
The two biggest problems are maintaining water quality and temperature. Picos lose heat fast, or if your heater malfunctions, they can heat up fast. They also accumulate waste at a much faster rate and can experience wider water chemistry fluctuations. Many pico reefs don't do well with the 10% water changes or 20% water change that a SW hobbyist normally does, especially if they don't use other forms of filtration like protein skimming or sumps. Picos, depending on their bioload, may need very large water changes more than once a week. I do about 50% 2x a week on mine and I know full well I'm sacrificing some system stability by doing this. The trade off is that I keep my nitrates and other harmful elements in check. It's a difficult balancing act, but if you pick organisms that are more forgiving with regard to water chemistry, and you are up on your maintenance, it's doable. I've seen absolutely stunning 3g mixed reef picos that are over a year old that'd blow your mind! With beautiful sps corals and even clams. Many picos will employ the use of a refugium and you can adapt a HOB filter to create one.
Stocking is also very limited. Pretty much you are limited to as Nemo said, gobies and blennies. Which aren't bad, a goby/pistol shrimp pair is very entertaining to watch and a popular choice for a pico. I've got a Royal gramma in mine, but please
don't do that. I can easily move him to my 36g biotope if he gets too big (he's very small now) and that's more than likely going to be the eventual plan.
If you can get a bigger tank, go bigger. It's tough maintaining a pico, not impossible, but tough.
L