anichels, there are many things that can get up and bite you at high density altitude compared to sea level, so don't be tempted to just jump into it yourself. At the very least, do a lot of reading beforehand.
If I interpret your post correctly, you're starting out, and replies such as those made by Pa42 are arrogant and dangerous, in my view.
I would suggest doing your training wherever it is convenient and cost-effective, if you're happy with the people instructing you and their credentials, and once you can fly a helicopter reasonably well, start looking into high DA / mountain flying training if you are so inclined. It's not just the high DA effects that can surprise you, but a whole heap of things (eg. lack of 'real' horizon, less tail rotor effectiveness, IAS/TAS illusions, limited power - the list goes on).
I'm not saying any of these things are reasons to not fly in the hills, but you need a good awareness of them before venturing into what can be a very demanding flying environment.
Pa42, as an experienced FW instructor, you should know better.
You're effectively encouraging people to go out and try to kill themselves.