It is an awesome sport, but it can be a bit intimidating at first. There are so many terms to learn, so many boat parts to identify, different sails, gadgets; the list goes on.
You must consider the class (more about that later on) you'd like to try first. I started sailing Endeavours because it was available at my local sailing club and I didn't want to sail a very small boat. My sights were set on boats above 20 feet, as they are crewed by a minimum of two people and it is easier to learn when you have an experienced sailor showing you the ropes....