Depending on what your goal is my friend.
-If you are trying to be at the top of your server, then you should do nine tails from the begining because of the extra EXP that you get from it.
-If you are trying to get the most out of it, i would suggest you around level 60, I personally starts joining nine tails around level 65, i can't be bothered with it at the start cause it's time consuming and not worth the time.