There is an RYA center in Bahrain (Scubalife at the Bahrain Yatch Club) offering different sailing courses. If you have no practical experience, I would recommend you to take some hands-on courses.
I took three RYA keelboat courses at the center and bought my first sailboat in Bahrain. Remember, part of sailing is knowing how to maintain a sailboat and owning one will teach you tons about sailing.
You're welcome to join me for a day cruise
in Bahrain if you wish. I sail almost every weekend with friends, its nice here.