No one I know that races MX wants to put their kid straight from a super-mini to a 250f. Even top coaches agree that most kids will benefit from one racing season on a 125.
That's fine. I categorically disagree with that philosophy. It's the same advice I got and rejected when it was time for my son to move up.
The task of managing the power band is a constant, major distraction that interferes with learning corner speed and other elements of handling at speed that actually have some application to riding a big bike. Power management can be learned on a 250F just as well without getting in the way of enjoying the ride. Both bikes are in the same class, so why handicap yourself.
When I learned, the little bikes, other than the 90's that the kids rode, were 250's, and 2-strokes that size had just become viable. A 14-15 year-old would spend a year or so on one, and move up to the real bikes, which were at least 500cc, and weighed no less than 280 pounds. None of them had more than 4" of suspension travel, either. Somehow or other, we survived that and learned. It may be that the current crop of kids isn't capable of the same kinds of things, but that's not the case with the ones I know, and certainly not Junior.
A 250F, at least the YZ, is also far more forgiving than a pinger, and the bike saved his butt many more times than once.
If a 125 suits you, fine. Personally, I find them completely unenjoyable.