Windsurfing can be a very challenging sport, or a lazy day out - you can choose.
It can be a leisurely sail across a flat water wearing only board shorts and watching the sun setting.
It can be an adrenaline charged wild day out in big swell during a powerful winter storm.
Getting started is easy or hard. You can teach yourself, and waste months, or go the easy route and get lessons. By using learner gear you can be up and having fun in the first hour.
Remember, the gear you learn on won't be what you'll end up using. (Unless of course, you've still got your trainer wheels on your bike?)
By going to a school you get to use all the beginner gear, get skilled and then move straight into a board and sail that you want to keep.