Welcome. I'll echo the earlier comment about jumping in with both feet. If you can't find good classes near you, a small boat (14-22') is a great option. The smaller boats (14-18') are very light weight and can be towed by many different types of vehicles (my Toyota Solara is technically rated to be able to tow my 15' Albacore). If you have the means to afford it, buying one and keeping it rigged at the lake/river/bay is a great option, but if not these smaller boats can be set up in 20-40 minutes, and tear-down takes about as long. The bigger small boats (18-22) are a bit heavier and harder to trailer, their set-up/tear down takes a bit longer, and they more frequently require 2 people (though there are ways of doing it solo). The beauty of a light boat is that it doesn't have a lot of inertia, which makes it easier to get it to stop by hand as you execute a controlled "crash" into the dock. The down side of a light boat is that they don't have a lot of inertia, so when you're out on the water, things happen faster. Gusts of wind that might barely register on a 25' might cause you to jump to action on a 14' to keep from excessive heeling. That being said, if you can master small boat sailing, you'll be well on your way toward learning how a big boat sails.
The biggest advantage, though, of owning your own boat is that YOU control when you get out, the conditions under which it happens, and most importantly, YOU get to do all the hands-on learning. As others have said, the basics of sailing isn't rocket science. Sure, as you get more advanced you start looking at the "shape" of the sails, how air flows over them, etc., how the hull design impacts your desired sailing performance, etc., but for now, buy a cheap boat and get on with it! If you hate it, sell/give away the boat. If you love it, you'll be starting a great adventure.