Hello Bruce and Matt, from Nick in Ocean Springs.
Matt, I agree with Stumble's idea of talking to the folks at Biloxi Yacht Club. An alternative, the one I chose, is Ocean Springs Yacht Club. We have many small boats available to sail once you've been checked out. Sailing a small catamaran (Hobie 16, Hobe Wave) or the Sunfish is very easy to learn. I like this option because I don't own a boat of my own, and I can go sailing any time I want. Gulfport has a yacht club, as does Long Beach, Pass Christian, Pascagoula, and Bay St Louis.
Hope to see you on the water! You too, Bruce!
p.s. The Mississippi Sound is a great place to sail!
Here are links to Gulf Coast Yacht Clubs