Hi, Mark and welcome to the forum -- we're all nuts here, so you'll be right at home. Your plan is no crazier than anyone else's and far, far saner than what the vast majority of people do, which is to daydream a lot, but not actually do anything.
I have a bit of a different perspective on the
training thing. I did both sailing
classes, which by and large were helpful for
learning terminology (oh, there is a lot of that, and there's
at least two terms for everything!), which really helps when trying to get answers to questions from fellow cruisers. Not that much help for
learning the finer points of sailing a particular craft -- that comes from experience with it, more than any other. I do, however, strongly recommend taking a
navigation course. There's lots to know there and it will help.
We also hired a training
captain for our first off shore trip and we didn't regret it. Wasn't that expensive for a week and she really helped us get the most out of
our boat. Maybe I'm just a chicken, but it was very comforting to have someone with 10's of thousands of sea miles behind her looking over what we were doing and either saying "OK" or "you need to think about this" or "do that, instead." After the week, we were pretty OK with things, but I don't regret the
money spent.
I would suggest though to avoid Nassau. It is not all that friendly a place (unless, maybe you're coming in on a
cruise ship) and the harbor can be pretty darn tricky for a beginner.
Some mentioned
Georgetown and I suppose that's OK, but I'd prefer to
head to the Abacos for the first trip. Not quite as much of a shock to the system and there's a pretty good infrastructure there if you should need it. While the same is true at Georgetown, there's lots of
water in between where that's not the case.
Regardless of where you end up going for the first time, be sure and ask around on the Forum. Chances are there will be a number of folks who can fill you it on the details.
Go for it!
ID