Back in my (politically incorrect) day, there were informal titles for your guardian or connection to success. Fellow officers asked, who is his "hoss," rabbi, or daddy? These people were internal political connections and rather than counselors.
Two types of leaders exist within the human dynamic of groups—those with power and those with authority. Those who are formally appointed to lead and direct by the department are those with authority. They have authority over you by virtue of stripes, brass, and rank. Within the squad is the informal leader, the head of the click and the cool person to be around. They have power.
So much for leadership 101, so who should you listen to? Your supervisor is the one who may approve training or honor a transfer to a special unit. They have the "juice" to get you moving. They can often become protective of their overall mission. Losing you could equate to less success for them, so they give you bad direction or stymie your goals.
Now for the informal leader, whose power may only exist in a smaller realm or could extend outside the precinct walls. They may be able to use their connections to get you where you want, but weigh the costs. Informal political connections have both pro and con columns. If they are the senior curmudgeons, you could get backwash from their list of enemies. So who do you listen to, the sergeant or squad cool guy? The best answer may be both. They both have elements to offer an inquisitive FNG.
Who should you first seek advice from? Find someone within the department that is successful in an area where you wish to achieve toward. Being the FNG, you may not know this person directly. See if your squad power broker can make an introduction. For instance, seeking advice from a career uniform to become a detective won't get you the best advice.