I started windsurfing last year, in Cyprus. I did it the hard way as there where no courses running in my area I got a book out of the library and read the principles of windsurfing. I joined a club and hired a board out and just practiced. I fell off hundreds of times and probably looked a right twat but now I'm really good at it
I would recommend taking a course if you cannot get to the beach everyday like I could. The professionals will tell you the techniques as you learn them. Don't ever windsurf without someone watching you or being out there with you, as when you are beginner you won't understand the winds and will been blown further away from where you should be especially if there is an offshore wind. I was lucky I had a safety boat to help me if I got too far out and I could't get back in.
My tips are that you take a course but also buy a windsurfing book to help you understand the techniques better. Join a club because they are insured and will store either your board or you can hire a board. finally NEVER go windsurfing on your own the dangers of floating too far out into deeper water can fill a whole book.
Once you have become suffucient at winsurfing you can tackle stronger winds and that is where the fun begins. When the wind hits the sail and you speed along water watching the beach fly by is great! You just want to lean a little further out to just get a bit more power out of the sail. You can feel the board lifting out of the water and once that happens your hooked. Like me you'll then hone your skills to be able to handle bigger sails and smaller boards which increase the speed of your sailing and which make the sport sooooo much fun! Another good thing is it improves your fitness and strength as you are fighting the wind to keep hold of the sail.
I hope this site has given you some idea about windsurfing and the links I have provided will help you understand more about the sport.