I was in contact with the first controller on the downwind departure from the HND 35L. He cleared me into the bravo and was going to leave me on a 170 in a climb and turn me out and some point, I wasn't expecting this and I said I'd fly the VFR corridor and he said 'it'll probably be faster' I hadn't reached the bravo shelf yet so he had me remain VFR and handed me off to second controller who also cleared me into the bravo, and told me to continue my climb to 10,500 and asked me my on-course heading. Again, not a high time pilot, first time in a Bravo. I should have just told him I wanted to remain in the VFR corridor. But instead I got stuck on the 'on-course heading' If I tried to go direct KHTH I wouldn't make the terrain. My route of flight was overfly VGT to get around the terrain and then proceed on course following I-95 NW bound. what I did was tell him my on course heading direct to my destination rather than my on-course heading to my next waypoint which KVGT. Upon reflection my response could have been "direct North Las Vegas, Direct Desert Rock NV65. That would have got me where I wanted to go. I was afraid of screwing up in the bravo and had automatically assumed I'd not be cleared into the bravo and as a result failed to prepare for it. It was a good learning experience and a little humbling.