RGB & CMYK are very different ways of representing colors.
RGB is primarily used in monitors, television screens, cameras, and scanners. These colors are made up of Red, Green, and Blue light that are mixed to reproduce an image. CMYK is primarily used in pigments such as ink or toner to create images in print.
The combination of Red, Blue, and Green light creates white. In contrast, the mixture of Cyan, Magenta, and Yellow pigments creates black. Due to this contrast, it is impossible for your CMYK printer to perfectly reproduce the colors on your RGB monitor. Colors that are created in RGB will typically print darker due to this contrast.
Taking this into consideration, it is best to create your artwork with CMYK which will give you the most control of your finished print, while at the same time keeping in mind that your colors on your monitor are still in RGB not CMYK.