I went from agency to in-house almost two years ago.
My disclaimer is that I already worked with big clients by that point so I didn’t have as many accounts as co-workers that worked with small and medium-sized businesses.
Pros of In-house:
In general you get paid better
If you go to a company with a dedicated BI or BA team (which would be my recommendation) the amount of data and analysis experiments you can do and go through is so much better. My favourite part.
Since you have more time for the accounts, you can focus on an area you want to get better at.
Pro of Agency:
The diversity of the knowledge your co-workers have. If you are in a medium to large size agency. You can almost always find someone with experience in a type of account, market, product, test, Campaign type, tracking, etc. And that expertise helps you grow and avoid useless tests or traps yourself. Basically, While everyone it’s an expert or knowledgeable on PPC, by having different backgrounds you tend to have better choices when it comes to getting knowledge about something new.
Based on this I think starting in an agency could be good for learning fast. But it makes sense to move in-house unless you are really agency-driven because Idk, your favourite part is dealing with clients or I’ve heard people say they would find boring to work with only one client.