For practice and getting good at light theory, a hard edge brush is better. Your primary goal is to find the terminators in all of your forms, and carry accurate drop and cast shadows. A hard edge makes it easy to tell if you got it right or wrong.
When you know what you're doing, soft brushes are great for making forms feel more rounded, creating the subtle gradual falloff of light between the highlight and terminator, core shadows, bounce light, etc. It's a more difficult tool, but the difference between knowing and not knowing how to use it is a big deal; it's super powerful.
Ideally you'd use these in tandem so that your sharp edges are sharp and your soft edges are soft , and your audience can tell the difference. If I had to only choose one though, it'd have to be hard edge for the versitility. Cel shading is when hard edges appear even in rounded forms and there's no soft edge to shadows, but a technique that tries to do soft brushing for hard edges doesn't have a name because it probably looks like shit.