I am a huge proponent of writing short screenplays, particularly if your future goals are to direct and/or produce feature-length films. Writing short films gives writers the opportunity to hone in on their skills by conveying an attention-grabbing story in just a few minutes. A short film also offers the chance to actually get a film made, as its length, financial and logistical constraints are minimized.
I began my filmmaking career by writing and collaborating on six short films — and this experience was invaluable. On a creative level, it taught me how to hone in my writing skills by conveying a compelling narrative (even though these films were categorized as experimental narratives) in 20 minutes or less. I learned how to craft each word of dialogue (or text) for a viewing audience and not just for the page. Visual storytelling, music cues, genre, and more, were all vital elements that I grew more confident in with each film.