I say leasing. You don't know if you will like the discipline or your horse if you buy one. Leasing gives you a chance to do a lot more things because you don't have full responsibility for the horse. Also, leasing is a lot easier than buying a horse.
I would say lease because you are trying this event for the first time and if you lease a horse and don't like doing dressage you don't have to worry about selling a horse you bought. I would lease a horse for a year or two and then if you want to keep doing dressage and are serious about it go buy a dressage horse. Hope this helps you a lot.