I don't think there's anything wrong with dual maining in the long run, but I think it's a bad idea to begin with, unless you're really talented. As someone pointed out, it's like learning two different games.
You'll have to condition yourself to learn two different short hops, make use of two different wavedash lengths, know two different out of shield options, etc. Since a lot of Melee is based off muscle memory, it can really **** you up.
As someone else pointed out, some pros do dual main, but they start off maining one character first. If you have all the time in the world to spare, go ahead and start maining two right off the bat. But I suggest learning the game with one character first. Once you've mastered your fundamentals, then look at other options.
I'm just a n00b though, so feel free to ignore me. Just know that dual maining from the beginning is going to steepen your learning curve considerably, and you might lose a lot more for a lot longer before you see results.