Hi,
Yes, I think it does matter, because what you are taught in the beginning will stay in your memory, and more important, in your muscle memory for years to come and will be the foundation upon which everything else is built - like the foundation of a house. I would look for an accredited coach and go to some lessons and watch how their students ride. How are their seats? Their hands? Are the horses going correctly and happily or is there a lots of kicking and pulling? Also, if their students compete, find out how they do. And of course how the coach does at the shows. Also who does/did the coach learn from? Systems of dressage are passed down from coach to student at every level. Hope this is helpful!