I am new to scuba diving with only a couple dives under my belt. I am a little OCD and tend to pay attention to my gauge more than enjoying the dive as I am always worried about my pressure. I have a 13cf pony bottle. Would being a new diver and having the pony tank connected to my main tank for the piece of mind confuse me and be tougher for me starting out? When I started paramotoring, they recommended not flying with a reserve because it is more likely to accidentally deploy and cause more problems.
There is absolutely nothing wrong with you carrying a Pony Bottle. If it gives you an added comfort under the water do it.....
I do not know what water and diving conditions you are diving in. Most OW dives in S. FL it is not needed, but head up to Jupiter where they drop OW divers off at 85 feet, and sometimes bad viz, I can understand it.
Do you need one... That is debatable. Most OW dives, a diver should be able to make the surface in a catastrophic failure scenario. Again, Should. The reality is these rarely happen. I have had medical insurance through my employer for 17 years, never once used it... But there may be that day, it saves my life.
Now, if you are going to do it. Find an instructor or LDS to make sure you are educated about it. Many Jacket BCD's do not have proper D-rings to handle a pony, make sure yours does. Shifting and dropping weight to adjust for the pony bottle. Making sure the rig is secured properly is a key. Using a pony is pretty simple, Grab regulator put in mouth.
If you are a hunter, I would mount it to my main tank. I do not like a sling while carrying a Speargun, but that's just me. Its also the only time I mount. Again, do not do this without training. Talk with the LDS about what's best in your area.
Another option is take an AOW class and make sure they train you on it. All of my AOW students are trained to carry a pony, as I will not dive under 80 feet without one.
With most things in life, there is no 1 way to do something. Evaluate yourself, your environment, and your dive team. Then make a good decision.