Need Help thinking this through investing in San Diego, Ca

[Phyo Ko]

Hello Newbie Investor here

I am in the Navy currently stationed in San Diego CA I am just starting my real estate investor journey. I bought a Single Family Home last year and I am trying to turn it into a rental so I can buy another property a 2 to 3 unit home to house hack. I am going to use a conventional loan with 35k for down payment because my va loan is tied up with my current home. My dilemma is should I invest in Ca with it high housing prices and tax or invest in another state were I can get more for my money. The long distance investor does make me nervous even with its pros. I know that if I do the work and finding a good property manager and realtor I should be fine. But as a newbie investor should I take my learning lumps investing locally were I can see and touch my investments or go out of state? Regardless I know I am in it to win it.