And now he should change his name to D. D. Harriman. I’ve also always felt the Moon was a better choice. Mostly because with basic chemical rockets, it’s 3-5 days away and there are LOTS of windows to reach it. Mars is 140+ days, and that window is only roughly every two years. If you have a small initial Mars colony, no matter how many ships you have and the Stuff hits the fan, you’re on your own for on average 18 months away from outside help. With Luna its 3-5 days depending on lunar phase and you may be able just to lifeboat back to earth orbit.
Looking the 140 day or so timeline is like the early Europe to American colonies distance from Europe and America had air and food and water. And yet we still had Roanoke and lost 1/2 of Plimouth Colony the first year. Luna lets you learn in a slightly harsher environment with at least some safety net. Mars really has to wait until there are constant thrust engines (be they Nuclear Thermal, Fission/fusion pulsed or straight up fusion) so we can have .01 or .1 g constant and not have to use Hohmann (minimal energy) orbits and have 14 or 4 day transits to Mars/ Nearly every thing Elon (pardon me Delos) had planned for Mars is useful on the moon and can be further refined for future Mars work.
Also, if we’re going to do this, it should be done as G*d, Von Braun and Arthur C. Clarke intended with an orbital station to fuel lunar Starship-like beasts and send them on to the moon. We need the infrastructure. Maybe not immediately but once we try to start moving large quantities back and forth. the division of labor would help.