Yes, you definitely can teach yourself to sail. Read books. The one sailing dog recommends is a great start for off-line reading. Books are great for technique, vocabulary and theory. Classes, if any are even offered in NM, are great for seamanship skills. Get out there and DO it, it's not any harder than kayaking. You do have to have a bigger skill set to begin, though, it's a LONG, LONG swim back to shore
Where did you kayak (I'm a former ww junkie)?