I understand the potential benefits of writing short stories or novels to practice writing techniques, and I don't have a problem with that; it's probably even a good thing. But when did it get to this situation where it's almost frowned upon to be writing something like an epic or a series?
That's annoying for me as well. In a short story there's no time to create in-depth characters or a fully realized story. I refuse to write a short story for the same reason I won't paint on a 10X16 canvas; it won't reach its potential. I doubt I'd personally try for 9 characters though, because I prefer to deal that much more closely with one or two, +secondary characters.
Complexity must be managed. If the complexity is necessary to the story or improves the readers experience, great. But if it's gratuitous clutter, lose it!
Honestly, most people who tell you to start small do so because they know how many aspiring writers never finish anything. Lots of people want to write a book -- at some point. (Heinlein once estimated that half the American adult population wanted to write a book during their lives, based on the number of people who said "Oh, you're a writer? I've always wanted to write ...") Most never start; something like 80% of those who do start never finish. They just "can't find the time," as though the people who do get writing done didn't have the same number of hours per week to work with. So most people will tell writers, "Start small and make sure you finish." I don't actually think this is all that useful; if you have a book in your head, putting the story that you love on hold to write some random new thing may only discourage you. But people say it anyway, because they want to see you succeed and they think it's easier to write short stories than novels. Unfortunately, some people think in novel form rather than short story form, and find this advice entirely useless. Remember: most people who give you advice (even on a writing forum, sadly) are just telling you what they hope will work -- we don't have a magic wand to give you advice that will always suit your needs. So if the advice doesn't suit you, then use the bits that work and then chuck the rest! (It's what everyone else does. Stephen King writes every day; D.W. Smith works in spurts, every day for a week or two, then a week off, then every day for a month, then a week or two off while the ideas percolate. King has published 40-odd books now; Smith has published more than 90 books. Plainly, one's writing style wouldn't work for the other, but both authors are successful.) Seriously, if you want to write a 9-protagonist epic, why not do that? If you write it and it's only so-so, you'll still have gotten tons of experience under your belt, which will come in useful when you write the next story. Also, when you write long works you'll often find that excerpts make good stories of their own. The key is to write. As long as you're doing that, you're learning -- and guaranteeing thereby that the next thing you work on will be even better than your current project.
Developing 9 characters is great, but maybe you could develop one at a time to make sure that all 9 are truly developed? Or, you could open your story with 2 or 3 characters, then add on a few more as they reach the adventures of chapters 2 and 3. Think about Lord of the Rings: we start off with Frodo and Sam, then Merry and Pippin join, then later Aragorn, then later the elves and Gimli...this way, we have time to get used to the characters and get to know them. It might not be just a matter of the person being condescending and thinking that you, as the writer, can't handle it all. Readers usually don't like having 9 people dumped into their lap right off the bat: it's confusing to keep up with a lot of the time. Introduce them to the characters gradually, so the readers can keep them all straight. Another thing to keep in mind about series is that each book should be able to stand on its own. Someone should be able to read it and figure out what's going on overall without getting lost.
I've always gone for pretty epic stories, so I know where you're coming from. Except that no one ever told me to write smaller, because I went off and finished a load of novels just to prove that I could... they weren't good, but they had all the elements, and now I'm working on writing as good as I can in the space of an epic length novel. All I can say, therefore, is just go for it. Get it finished. Worry later.
If you want to publish, trying to convince a publisher to publish a book series is going to be hard for a writer with no serious credentials. It's better to write a novel that stands alone because this increases your chances of being taken on by a publisher/agent. Once you've established yourself as a successful writer, then it'll be easier to try to sell a large series. On the other hand, if you don't want to publish, then by all means go ahead and write a long series. But remember that it's hard enough to finish writing one novel, let alone a whole series of them.
On a grander scale, you can lose focus on your characters. Working off the painting analogy; would a reader prefer a history of an entire, beautiful city, or the life and times of the women hanging laundry out of her apartment window? The more epic the story, the more likely you are to lose the perspective of someone on the ground, and just be an observer of your story from a helicopter. Things become impersonal if that happens and less engaging.
Great advice from Cogito, HeinleinFan and Mallory, all of whom usually give excellent advice. The only thing I'll add is my own example. For many years, I wanted to write a historical novel of my locale, and I spent a lot of time doing research (I'm talking years, here). All the time, the itch to start writing was gnawing at me. And then, two characters popped into my head - two teenagers getting out of high school in the late '30s. So, I thought, "Okay, here's what I'll do. I want to write a story that covers from early Colonial times to the present day. So, I'll write the 20th Century piece now, then go back and write the earlier segments later and link it all together." Once I got started, I couldn't stop. I even took a week off by myself to write (best week of my life, except possibly for my honeymoon with my wife). When I was finished, I had a work of (ahem) 400,000 words. I started editing and rewriting and editing some more, and I finally got it down to a "trim" 140,000 words - still long for a firts novel, let alone a segment of one. The point is that as a beginning writer, I had little idea of what was needed to make a good novel, let alone a good series or epic, how much it takes to really develop a character to be exactly how you want the reader to see him or her, or to develop a truly compelling plot. I'm not trying to deter you from trying an epic with 9 mai characters, but you may want to develop them one at a time, and don't be surprised if you end up with something quite different than you expected when you began.
Weave pieces of the backstory you've created into your story without doing a huge info dump. For example (and I don't have the book in front of me, so I'm just making this up): "Frodo and Sam walked through the small cluster of huts until they reached Bilbo Baggins' birthday party. The other hobbits stared at them in wonder: they knew Frodo and Sam had gone to see the elves again, and no other Hobbit had ever left the shire." See, from just something like this, you know that hobbits are home-bound types (homebound as in never leaving the Shire) and they have parties...no huge backstory of this is needed...etc. Using this technique of subte, in-passing and brief mention of the need-to-know stuff, you'll be able to kick off the story by introducing your main conflict (giving Frodo the ring, or at least having a something-is-about-to-happen conversation with Gandalf) by the end of page 1. It's easier to say how not to start than how to start, as there are 100000s of great beginnings but a few cliche ones. Don't begin with someone waking up/starting their daily routine, reflecting, thinking, backstory info-dump, etc. Put the reader in the MC's shoes right away, and give us something to keep us on the edge of our seats.
In reply to the OP, I don't look down on writing epics or series with multi characters, I actually encourage it as I'm working on my own. However, I am still new on writing so I've decided to work on similar projects pertaining to the same universe I've depicted. This way you don't overwhelm yourself and at the same time expand your universe, maybe a short story on the main antagonist in the series? People say to start off small because the bigger you create the greater the chance it will fail. Not saying it's a bad thing, people should dream and create big but they have to have the experience to do so first.
Nothing wrong with 'going big'....if you're prepared for it. It sounds like you've been thinking through much of the stuff you should such as characters and how they are introduced, setting and all that. All well and good. The question is, do you have the stuff to have readable writing? I'm not by any stretch suggesting that you don't. I have no idea but that's why I am asking/suggesting this. If you are going to write an epic story/novel/series, is the style, technique and mechanics in your writing up to the task. Have you dipped your toes in the waters of critiques for your writing to get feedback on these things? You'd hate to have written an epic and a publisher goes; 'that's neat but the dialogue is choppy'. My point is that, before you embark on the big write, be sure that the skills you bring to it are up to the task. You may have them but I wanted to mention it.
The reason they are telling you to cut it down a bit is because an epic is a daunting task. Many people who try to write an epic do so because they don't know how to edit. When you first beginning writing way back in Jr High or so, they always tell you to add more. Put more detail. More flowery language. Add more. Then, once you leave school, attend college writing courses, and get into the literary world they tell you the opposite. Cut this down. Condense this. An epic can be a great read but it must not sacrifice conciseness for length. Also, if you are trying to get published and you've never been published before, this will create a problem. Very few publishers will agree to publish an epic from a first time author. In attempting to publish, I would suggest write another shorter novel first. This I think will help in the long run. Get your foot in the door. Save the epic, the "Piece de resistance" for later when it can be fully appreciated and achieve it's full potential.
A couple of people have already made the very good point that if publishing is your goal, writing an epic or series as a first-time novelist will make the already difficult task of being published even harder. I give people the "start small" advice when they are clearly having difficulty wrangling their chosen project. I've encountered many new writers with ideas that are huge in scope, but who have no practical experience with structuring and writing a novel. Writing a short story or even a standalone novel is a less daunting task than putting together a series or epic story, so it's natural to suggest that writers who lack experience start small and work their way up. A surgeon-in-training will likely start with relatively simple procedures like appendectomies and work their way up to more complex surgeries as they gain experience and confidence. Same thing here. That's not to say that you can't start with a series or an epic if that's where your passion lies. But if you find yourself struggling to put all the pieces together or if "writer's block" continues to be a problem, then it may be worth considering that "start small" is actually sound advice. Writing and actually completing a novel is an achievement that many people strive toward but only a relative few reach. For me, finishing my first novel boosted my self-confidence and gave me a real sense of accomplishment that helped drive my future efforts. Also: my first novel was crap, compared to what came after. This is usually the case. You learn so much over the course of writing your first complete novel, and trust me, you will make mistakes. Waiting until you have more experience before you tackle an epic would probably enable you to do a better job with what a story like that demands. But...it's your writing and ultimately your decision. As long as you're aware that the chances of being published diminish relative to the length of the work, it's really up to you where to start. If you don't have a shorter project you feel passionate about, it probably wouldn't help you much to try and force something. Then you'll never finish. I like the idea of writing a short story or novella that takes place within the world you're building, though, using the characters you're developing. It would let you practice your writing skills and flesh out ideas and characters that could then be used in your longer story. Since you said you're suffering writer's block, I'd seriously consider doing that. It will most likely get your creative juices flowing.
Don't panic about infodumping in a first draft you can always take it out. My advice would be to start writing see where it goes - sometimes I have found three stories have fit into one and sometimes one has become three.
Because it informs the story and me - often the story grows out of an infodump. At least for me it does. Four novel length stories on I find it very productive to have too much information in a first draft. One bit I still love going back and reading just for me is my main character looking up at a painted dome - he describes what he sees. Several stories grew out of it but sadly not even the dome exists anymore - not sure if the room is even still there. I'm not so attached to any of my stories that I can't remove large chunks and rewrite. My point is the worst that happens is you change something - if you add it is much easier to take out than add later, or you may miss something you didn't know you wanted in your story. Not one word that I have deleted have I regretted or found a waste it has served a purpose in growing the story, characters or just plain entertaining myself as a writer. I have characters I never dreamed of, stories I couldn't have imagined etc without those extra words.