I don't know why anybody would advise first-time cruisers NOT to take shore excursions--especially in Europe! I think most of us here would advise just the opposite. It is certainly possible, even enjoyable to venture out on your own: but only after you have had some exprience getting abound in foreign countries.
On a cruise you have a very limited time in each port, and I think you can see much more on an excorted excursion than you can trying to find your way around--unless of course you are familiar with the city and the language. Ships are very unforgiving about departure times--you DON'T want to miss the ship in a foreign country.