I’ve been welding for a long time, but with no training. Started with a wire feed (flux core) welder, stick welder, brazing, steel mig, then aluminum mig and soon, tig, when I have time. I wanted to take a course, too at the local trade school, mainly just for tig, but it didn’t happen yet.
Most people can figure out mig welding with no training by just doing it. But it’s not a small investment, between the machine, & gas.
For what you’ll pay to own a tank and a decent mig, you can buy 1/2 to 3/4 of whatever unicycle you want, if they make it.
My suggestion, would be to learn to weld if you’re going to use it for other purposes, like art, car repair, building things, etc. I use mine all the time. On your way to learning , you’ll likely develop enough skill to learn to do mild steel on a unicycle frame.
I can only give my opinion on TIG, so take it with skepticism, because I haven’t fired mine up yet. With tig, same thing, between the gas and the machine $$$, you might just want to buy a premade uni. From what I heard, Tig is more of a skill that MIG, so learning on chrome moly will be even more expensive , requiring more skill, and different gas than mig (steel)
We learned uni, so we can all certainly learn to weld… you just need some money for a good machine… and other tools, and time.