Instead of looking so far ahead to oceans and 40+ foot yachts, look for a place you can learn to sail a Laser - a little single person sailboat.
These boats are simple to set up, rig, and operate. My friend Julie has one and she encourged me to take it out. Let me be the first to tell you, I am not a sailor! That being said, my hubby Dave went with me and though it was tight with two of us on the boat, it really was easy - and fun!
More often than not, we need to build our confidence at the proper gradient. If you get into the advanced study of something too quickly, you could become overwhelmed and suddenly feel like you can't do it, or maybe it's not the right thing for you after all. I believe everything can be of interest if you are open to learning about it and learning at the proper speed.
Speaking of speed, these little sailboats can really fly! Don't be fooled by their miniature size, if you have some wind to play with, play you will! These boats were designed to teach a beginner and to win races for the most advanced sailors.
You can learn more about Laser Sailboats here and as far as getting out on the water in one, look for the recreation centers at a lake near where you live and ask them where you can learn to sail.