From a competitive standpoint, this game is just better. It's more rewarding of skill and raw DM, whereas other games reward using abilities/magic whatever, and just plays out at a much faster pace. I'll always say yes, it's worth being involved in competitive TF2 just because of how damn fun the game is. If you're thinking about becoming a professional TF2 player though, it's not going to pay well unless you win lots, get a sponsor, or stream. Lots of people have already recommended playcomp.tf and linked you to all the necessary configs etc., one other important thing you could do is talk to streamers who play/played TF2. Seagull, now OW professional for NRG used to be considered the best roamer in the top of the game. B4nny, despite his bad reputation, is the best player in the game right now and does often offer valuable advice.
I don't think anyone's mentioned this yet because we all forget it's there, is P-REC. P-REC stands for POV-Record(ing), which uses valve's demo feature to record all competitive matches. This includes tf2center, pugchamp, officials, scrims, etc. You can find it here. This is important is because once you get into competitive play, it's nice to have these demos to review your play and see how you can improve your play. You'll want to get into the habit soon, so that it's not a pain later sitting through a competitive match you under-performed on the second time.
One thing I want to say as a lot of my newer friends have a hard time figuring out working with custom files in videogames, is that it's pretty simple once you get the hang of it, and most things come with file paths included. If you find yourself in need of assistance with custom huds/sounds/p-rec/etc, you may add me on steam and I can help you to the best of my ability.
Welcome to the community, enjoy the game!