Learning to swim in a shallow pool is _easier_ than just getting thrown into the deep end, but it's not faster, and the learning isn't as likely to occur.
In reality most people who are unable to swim and are thrown into the "deep end" would just drown, making it quite unlikely that any learning will occur ever again...
Why would colonizing the moon in a self-sufficient way be faster than doing the same thing on Antarctica or the bottom of the ocean? The only thing I can think that would make it faster is that people will romanticize space colonization so much that they will volunteer for a suicide mission.