Hi Julia,
I've done a lot of climbing, both "real" and indoor wall climbing. It's a great full body workout, from your toes to your fingers
. Look for an indoor climbing center with lessons. You can usually rent climbing shoes and they supply the rest of the equipment. Unless you know someone who is an experienced outdoor climber, the only way I can think to get started outdoors is to attend an EMS or Outwardbound type climbing school. Or if you live near any major climbing centers (hmmm...I've gone caving in Tenn., but I don't remember any major climbs there) ask at climb shops.
Mel