I have been mountaineering and climbing for as long as I can remember. As such, I have made many mistakes as I'm sure most do. So these are some things I wish I'd been told as a beginner.
Just turn up!
For your first session just turn up at your local climbing gym (nearly every town and city has one) and ask for entry to the bouldering. This requires no training aside from a basic 5 minute safety induction and is a good introduction to what climbing is all about. For the low down on the different styles of climbing head to my climbing dictionary.
Learn to belay
All gyms with top-ropes offer "first steps courses". These will teach you how to safely top-rope and belay safely. This will therefor allow you to vary your climbing between routes and boulders making the whole experience more rounded and less repetitive. These start at around £70 for first time climbers and run over several climbing sessions. They often come with other perks too such as free equipment hire and unlimited climbing entry for a period of time.
Don't be shy
Respect in a climbing gym is given by how hard you try, not how hard you're sending. So if people are looking at you, chances are they're simply wanting to see you succeed, you may even find random people cheer you on if you try hard enough.
Your height is no excuse
Everyone is a different size and shape and as such everyone is better and worse at different things. The vertically challenged will find slopers and sit-starts a godsend, whereas the tall will curse these to the depths of hell!! (can you tell i'm 6'2?) No matter your size and shape you will have strengths in climbing. You may have to figure out a different way to get past a problem than your peers but ultimately there is always a way. So don't get disconcerted. Also, if you think a particlar problem is too difficult for you because of your size or shape then this is the problem you should be working on if you want to progress. You will be able to do it, you just have to think outside the box.
Don't ask for the beta straight off the bat!
Everyone at the gym is always more than happy to help you out and so if you don't know how you might get up a particular climb, it can be very tempting to just ask the local strong boi for some advice. However, learning how to read a climb is an extremely important skill to develop, and you do this by trying and failing over and over until you make it. Only once you have exhausted all your options should you ask for the beta. *Beta- any infomation about a climb. For example what sequence of moves to use.* To learn the lingo head to the climbing dictionary.
Make friends and get outside!
Making friends in the climbing gym is so easy. Everyone is in the same boat and the more people you know the more opportunities get opened up to you. So if you see someone looking at the climbs, go up and ask them what they're trying. Spark a conversation. If you bring up your longing for climbing outside to the right person, they may even take you out and show you what's what.
As your technique improves you will progress very quickly at first. However, If you want to get strong then once or twice a week will soon not be enough to keep progressing. Just like with any gym you need to be regularly showing up and trying hard to see real gains. All gyms have a monthly plan that will allow for unlimited entry. If this is too expensive then consider getting a yoga mat and installing a fingerboard (for intermediate climbers and up) and pull-up bar in your house so you can get some training in at home.
Get your own gear
As soon as you decide you want to start climbing regularly get your own shoes, chalk bag, harness and belay device. If this is your first pair of shoes, you will most likely go through them quite quickly as your footwork will still be a bit sloppy. Therefor, i'd recommend not spending too much on this pair. Just go to your local shop/gym and get a snug pair (toes should be slightly hunched) that you can wear all session. For harnesses, again go to your local shop and try on different sport harnesses and see what fits and what's comfortable.
Learn the Lingo
Talking the talk is the first step to walking the walk, so head to my Climbing dictionary to get the beta dialled!