For most folks, it is not necessary to mechanically start locks. Most hair types can be freeformed (“neglected”) to create locks, simply by discontinuing the use of brushes and continuing to wash one’s hair.
However, not all people prefer the freeform route and want to have more control over the locking process. In these cases, it does not matter who starts your locks. You should go with your personal preference, while also weighing other pragmatic considerations. A professional may be able to do a more skilled setup on your hair, but it will also cost money. Starting locks at home is free, and some people like the pride of knowing they started their locks on their own. Additionally, some religions and spirituality view the head and hair as holy, and others cannot touch the head, therefore dictating that the individual must start their own locks.
However, beware that not all salons know how to work with all hair types. Ask the stylist questions and inquire about portfolio photos of work done on clients with similar hair to yours.