I guess it depends on whether you are willing to (temporarily) perform worse with Falco and stick with him because you like playing as him so much or whether you prefer getting better performance with sheik.
I think that if you really prefer playing as Falco, you should go and play as him.
Different characters have different strengths and weaknesses at certain levels of skill and understanding of the game.
Sheik has some strong threats like f-tilt, grabs and dash attack that are hard to deal with as a beginner and net huge rewards. So playing sheik is very effective as a newcomer.
Falco has a steeper learning curve early on, because you need to have decent techskill and spacing to not be punished for your aerials all the time. Once you've got down some basic tech skill and you start utilizing short hop lasers, Falco gets a huge advantage in neutral because dealing with lasers properly is a huge hurdle for your opponents. That's why Falco is pretty dominant among mid-level players because his combo game is strong and people don't know how to properly deal with lasers so you get tons of free wins in neutral.
I was in a similar place when I first started but chose to stick with sheik because I enjoy winning and it's easier for me to focus on improving if I feel like I don't have any excuses when I lose.