A couple things to add -
1) If you are already going to have a bachelor's degree in something else, you might want to investigate the accelerated BSN option if there is one offered in your area. It's an intense program (nursing school
crammed into 12 to 18 months) but you graduate with a BSN in about the same amount of time as it would take to have an ADN. And it's for people who have an undergrad degree in something else. The tuition will likely be a little higher but you might just luck out and find a good deal, too.
2) If you choose to go the ADN route, you'll still be able to go back and get your MSN, depending on where you go. Many schools
offer an RN-MSN program that allows you go to straight from ADN to MSN.
3) 'They' are right. Most MSN programs actually require you to have at least a year's worth of RN experience before applying and/or being accepted to their program.
Whatever you choose, the best of luck to you.