I'd suggest the smallest you can get away with, you should be starting with about half your jug full of milk in my experience. Definitely don't want too big a pitcher otherwise the milk won't be deep enough to swirl around properly. Think mine is 360ml
Edit: That being said, if you're having trouble getting to grips with good technique, you want as much time as possible to work the milk. That comes down to temperature and volume, steaming a bigger volume of colder milk will give you much more time to react.
I'd suggest the smallest you can get away with, you should be starting with about half your jug full of milk in my experience. Definitely don't want too big a pitcher otherwise the milk won't be deep enough to swirl around properly. Think mine is 360ml
Edit: That being said, if you're having trouble getting to grips with good technique, you want as much time as possible to work the milk. That comes down to temperature and volume, steaming a bigger volume of colder milk will give you much more time to react.