You must have to select a shot to play on every ball you play. But it is suggested to play defensive shots only during your practice.
Because of it, you will get the ball at middle of the bat, which is most important thing.
After you feel comfortable with taking ball at middle of the bat, you must go with straight bat shots like straight-drive, cover-drive, on-drive, etc.
Than you will try to play cross-bat shots like pull-shot, hook-shot, cut-shot,etc. After it you will try to play aggressive shots like Dhoni's helicopter shot.
These all are the important things for beginners.
But again cricket is a game. You will have to play as you feel comfortable with it.
