There are two schools of thoughts about that. Many say plant directly into final pot. That way you prevent stunting the seedling by damaging the roots.
But many here on the forum, myself included, have first planted in a smaller container and then repot it to it's final container without problems.
If you're not sure and have space a plenty, then I would say. Go for the final pot. Less hassle, but you need to take care when watering not to overdo it, because the little seedling cannot take up all the liquid fast enough. This is the case if you're growing in soil. When in Coco that isn't so much a problem because of it's properties.