Hey Mind,
I'm new to the sport as well. Last October I bought an '02 KX 125, and I wouldn't trade it for the world. ( ok, probably for a YZ!) Anyway, since I never ridden dirt in my life, I have found that my 125 has got plenty of power for me. Yeah, climbing crap is a pain sometimes cuz you're always on the gas, no in between. But there is no way you could get me on a 250! Those things a hella fast and plenty scary for a beginner.
With a little time, you'll figure out the power band. And I'm sure you'll be grinnin' on that 125 while you're rippin' the trails or tracks. Later on, I plan on getting a pipe, and a V-Force Reed cage.
My thoughts. Get used to a 125 first. Build up from there. I figure I got plenty of time to play on my 125 before I need to step up to a 250. Anyway just my $.02. Good Luck!