My husband and I are teaching ourselves to sail on a 28 ft sailboat in puget sound. We go out, sail around, try some stuff, scare ourselves occasionally and then we debrief at the dock. Every time we go out we learn something different. The other weekend we learned about reefing in the mains'l.
I have several books including Complete Sailor and the ASA books Keel boat and cruising. It's not hard to pick up the basics on your own, get an inexpensive sailing dinghy and head out to the lakes.