I could be a good idea to caravan on your first trip. We have never caravaned. We have been traveling all over Mexico for years. First "RV" trip in 1971. Naysayers have told me every trip that we are going to die or get into some sort of trouble. After many years - never even saw any crime - only police we have encountered were there to help us. Not saying it cannot happen. Can happen anywhere at any time. Cartels are killing other cartel members so the death rate is high but they do not kill tourists - very rare if ever. The most difficult part of travel in Mexico is figuring out where to go and where to stay. The Church book and these forums will help with that. As you travel you will meet other experienced in Mexico travel who will provide many tips.
In a caravan you will not have the freedom to go at your own pace. You will not know much more about where you are going and how to get there than what they tell you. But you have guidance and help and strength in numbers which provides a level of security - or at least the appearance thereof.
Travel solo is the adventure. You plan. You research. You study. You ask questions. You gather information. Then you set out. You do what you want when you want to do it. If you find you like a place you settle in for awhile.
Much depends on how much time you have. We are retired so spend at least several months in Mexico each winter. The more time we spend the more we learn and the more we enjoy it. A whirlwind caravan flyby will not give you that experience.
When people post on this forum that they fear Mexico due to killing etc. I often post some statistics about the US and mention some well known slaughters that have occurred in the US in recent years. I won't get into that here - just a quick note - on average 16,000 murders per year in the US - 38,000 carjackings - over 700,000 car thefts - the list goes on. I am by no means intending here to badmouth the US. My point is that there are few places you can go and be completely safe. Is Mexico more or less dangerous than other places? I do not know. A recent list done by the UN I posted a couple of months ago showed murder rates around the world - Mexico was not in the top twenty. Several of the top were well known Caribbean islands. Several cities in the US have among the highest rates in the world. I do not know about Canadian statistics.
Mexico is an amazing place with so much to see and some of the most wonderful people you will ever meet. Don't let fear rule your life.