Sailing does not have to be all that expensive. The key is how you go about it, and a willingness to cruise the way that earlier sailors routinely went cruising. These days people seem to want to bring all of the comforts of home, but in times past, cruising was about leaving the complexities of shore life ashore. There are still many good solid, simple boats out there that can be purchased cheaply and these good basic boats can provide a great platform to learn to sail on.
Learning to sail, like any complex skill set, requires a kind of apprenticehip but the good news is that you are enjoying sailing while you are building skills.
I also second the suggestion that racing other people's boats is a cheap way to build skills.