Dinghy sailing is by far the best road in to learn the basics.
Generally, going out on your own is a no no. Same logic applies to climbing, canoeing, downhill, ski-ing/boarding off piste, etc.
Take a course, and at the worst you can team up with a couple of new sailing buddies when there is nothing organised you want to join in with.
There are so many courses available, but the RYA is the standard.