As others have said, definitely don't walk away from DAL for a bird in the bush at United. I've known at least one guy who I thought was an easy in that didn't end up getting the offer- you never know. If you can swing the UAL interview around your DAL training schedule, go for it, and if you're lucky, you may end up with the opportunity to switch over to UAL if that's what you really want.

I don't know your situation, but it sounds like your reasons for wanting the UAL job are a bit short-term. Both companies are a dream job for most pilots in the world right now, and if you can live in a junior base at either airline without having to relocate, that's about 95% of what's going to make your life great. Do NOT take a gamble on that extra 5%. I don't think I'd even go as far as to request a later training date at DAL to buy time. Get on a seniority list, and watch your number start moving. Either way, congratulations on the new job and good luck in your career.