As the main component of SEO is content and structure, it is the same no matter how or where you build you site. A free blogsite may give you less control over some aspects, but the difference shouldn't be great. See Google's "Search Engine Optimization Starter Guide".
Most free blogsites allow you to use your own domain, so I'd suggest you do that from the start, rather than change at a latter date. It can be done, but you'll need to ensure everything is correctly redirected. Domains cost very little, so if you're at all serious about this blog, it would be worth the investment.