Aloha and welcome aboard!
If you live in an area where there is a lot of sailing then it would be good for you to join a local club. If you can afford a basic sailing lesson then I'd advise that.
If that advice is not helpful then I'd suggest you and your friends start out by buying
a used Sunfish sailboat (about $500) buy the book "Start Sailing Right!" and practice exactly what it says in there.
If you are more interested in the romantic aspects of faraway tropical paradises then earn lots of money
and find a sailing charter
company that will take paying passengers. You'll get a taste of sailing and see if it is the right activity for you.