I pass on this advice not as my own. It comes from the many women who have shared their experiences and given me feedback regarding the physical and emotional aspects of the Hair loss process and what was most comfortable for them.
Whether to cut your Hair very short before the Hair loss starts is a personal choice. Many women choose this option when the first signs of thinning starts. I have had many clients who cut it even sooner. At a time when you do not have control over many aspects of your life, some feel that if they are going to loose their Hair anyway, at least they can take control of when it happens. They tell me "I'll do it on my terms, before the chemo does!" Choosing to not cut your Hair at all is also the choice some make, there is no right or wrong, it's a personal decision that only you can make.
Having all your Hair cut extremely short can be very traumatic, watching it fall out is also a very emotional shock. Keep in mind that you can wait as long as possible, and only cut when the Hair loss becomes heavy. As I said before it's a choice only you can make. I never tell my clients what is best, but I make myself available on short notice (same day) if they do want to cut it. However, I do strongly recommend, if cutting is your choice that you don't cut it too short. Many have it shaved down with electric clippers to virtually nothing, this leaves stubble which can feel "prickly" and uncomfortable. I suggest leaving at least 1/2 to 1 inch of hair, this can also be done with clippers with an attachment which doesn't take it all the way off. Leaving a little will be much more comfortable on your scalp which can be quite sensitive during the process of coming out. Stubble has a tendency to get stuck in the follicle longer and be more irritating than if you leave it just a little longer and softer.
I hope this helps you, John