I'd say go with whatever is easier. I use GameMaker, so my only option is a downloadable file, and that has worked fine for me, but I get that it's not like that for everyone. Go with the easiest option for you first, and if you have time, expand it to web or other platforms.
Your game comes above where you release it, so just don't stress over it and it will be fine!
Also good luck on your first game jam! It's a great challenge once you get into it!