Ship sponsored tours are based on the length of time the ship is in it's port of call. Passengers that opt to purchase "non ship" sponsored tours from vendors on their own will run the risk of "missing the boat".
Personally I believe that first time cruisers should stick with ship sponsored tours so as they can rest assured that they will not have to worry about missing the ship, and also that if the tour is cancelled for some reason, the cruiseline will refund the tour costs and that you also have a source to contact should the tour have not met it's description or up to your satisfaction.
Independant tour operators can be very good, many times offer the same tour as ship is offering or better (many times smaller groups on tour !), and at a much lower cost, but you must do your research and check for their payment policies, refund policies, etc. as well as check their integrity and reviews by others who have used them in the past.
Let us know what ports of call you are visiting and perhaps we can assist more !