The general rule of thumb is "Train As You Fight, Fight As You Train..."
Having said that, you should train with what you plan on having on hand when you have to deal with "the real thing." If you have a chest rig with some mag pouches, go with that.
If you are just looking to have some fun living out your warrior fantasies, then get whatever plate carrier, chest rig, whatever setup you want.
(no flame intended here what-so-ever...it is what it is and aint nuthin' wrong with wanting to do that)
Or...as a first timer at a course, you might try going with belt mounted mag carriers (Blade Tech, for one). This allows you to focus on the shooting/learning aspect of the course and keep the gear part of the equation to a minimum.
Also, you have to consider the course it self. If it is a Basic or entry level carbine course, you more than likely do not need to carry more than a couple of magazines on your person at any given time.