Hi FutureBoy, Welcome to the forum. If you never sailed before I suggest you rent a small sail boat somewhere like Biscayne Bay for an hour and try it out. Worst that could happen is you capsize and drown. Do you have any boating experience? Take a Coast Guard Aux safe boating class and learn some basic safety stuff. Go down to the marinas and let it be known that you want to learn. Maybe someone needs crew for a day sail.
Depending on your funds, there are also classes you can take, some which allow liveaboard during the class. It provides you with necessary nav information, hands-on skill building and chance to learn in a safe environment.
If you're just looking to take out a daysailer, like a Sunfish...then yeah, grab a rental and go! It's the best way to get a handle on how to play with wind and position.
__________________ “Who is staring at the sea is already sailing a little.”