green screen ( or keying ? ) in after effects or premiere pro ?

For simple keying jobs, Premiere Pro will do a fine job. You can get the same kind of results that you typically see on TV weather reports with a little added finesse.

If you want to do seamless keying where the lighting effects in the background blend with the foreground in a way that is impossible to tell then AE is probably your tool of choice, but a huge amount of planning and many layers are usually required. The right tool and workflow depend entirely on the shot.

The best advice I can give you is to make sure that you make sure any tutorials you watch are being presented by folks that actually know what they are talking about. Most of the newer tutorials I have seen on YouTube for After Effects are presented by amateurs and enthusiasts and they leave out a bunch of critical information and in many cases, promote inefficient and ineffective workflows. For a really good start look at the product page for After Effects and Premiere Pro or just start in the Overview section of this forum and look at the beginner and experienced tutorials. They will get you started.

If you have questions on a specific shot, give us screenshots. If you run into problems with a project select the layers giving you problems, press the U key twice to show us all of the things you have done to the layer, PrintScreen and Paste to the forum and include a detailed workflow description. There are a bunch of experienced users here that can give you pointers if you show them the problems.

Premiere Pro would be my choice if you have a clean shot.

If not, you may need to rotoscope in AE.