Windsurfing has never been easier. The equipment and options available now mean its a great sport for all ages (from 7 to 70) and the you can choose the level of excitement and challenge that suits you. With a moderate level of fitness to start with its a great way to exercise, and if you get the right equipment then everyone can have a go and share the experience.
The key difference between windsurfing and normal sailing is that the sailor must hold the mast and sail upright, unlike a yacht where the sailor is essentially a passenger who steers using a rudder. A windsurfer on the other hand has no rudder, so the sailor (also referred to as the windsurfer) has to control not only the force of the wind but also the direction of the board by manipulation of the mast and sail, a process which quite quickly becomes second nature (like riding a bike). This means the windsurfer is continuously involved and responding to the wind, the water and their equipment to balance all the forces, a process of complete engagement with your environment at a level not offered by many other sports.
Windsurfing schools usually have a windsurfing simulator which allows them to demonstrate and you to practice the basic techniques required to windsurf before you even get on the water. They will then get you on the water with a modern learners board which is wide, short and often padded. These boards are easy to balance and turn, and if you do fall off they are also easy to get back on. The sails are light and manageable, and with the right technique you don't have to be an athlete to pull the sail up, your body weight does most of the work. You will quickly find yourself gliding across the water with confidence and feel that connection with the water and the wind that becomes so addictive.
Windsurfing shops will sell you complete packages suitable for your skill level, and will also provide plenty of advice on where and when to go sailing in your area. You can also buy second hand gear, but get advice from someone who is experienced beforehand as a lot of equipment which is advertised as being ideal for beginners is in fact the opposite, especially if it is old. There may also be a local windsurfing (or windsports) club. They will offer the opportunity of social events, more tuition and second hand gear as well as finding someone to buddy-up with, always a good option when you are starting out. 
Windsurfing is a sport which gets easier as you advance. As you progress you'll learn to make the forces of nature (which you feel are conspiring against you) start to work for you. Instead of hauling the sail out of the water you'll use the wind in the sail to lift you on to the board, and when you learn to use a harness you'll be able to sit back and relax (well sort of) rather than hanging on.
The wind and the water are never the same so you'll never get bored, every time you sail there'll be a new experience and a new challenge if you want it. Once you have mastered the basics and feel you'd like to do more there are plenty of options; free ride (cruising), free style (tricks), speed sailing (using a GPS), racing (speed or tactical) and wave sailing. 
Once you have tried windsurfing you'll find you've joined a group of people who always look cheerful, because when its windy they go sailing and when its not, well then there's always other things to do while you wait for the next windy day!
Windsurfing New Zealand has a website (http://www.windsurfingnz.org) which lists windsurfing schools, clubs, events and has much more information.
Bruce Spedding discovered windsurfing 25 years ago and plans to keep sailing every day he can. He lives in Wellington (where else?), worked as a scientist for 25 years and now develops web sites when its not windy. He's currently President of Windsurfing New Zealand.