There are two ways to learn how to sail: Trial and Error, and it is imperative to learn from the errors of others since life is too short to make them all yourself.
It is easy to teach yourself how to sail - combine actual sailing and reading books - much more can be learned from mistakes than having someone tell you how to do it correctly the first time, but that requires you enjoy, or are at least comfortable, making mistakes.
Courses work for some people, I've had the ASA courses but wouldn't do it again.
To get good you really need to personally learn from skilled sailors. The big difference between courses and learning from experienced sailors is that in a class it is one teacher and several students, going out with other sailors there is you and one or more "teachers". Don't worry about making mistakes in front of experienced sailors, they won't come after you with the rule book, well, most of them won't. I'm fortunate to currently be living among a large group of world class sailors (one of my neighbors has been in the Olympics once and another twice) everyone knows I don't know how to sail and they are all extremely generous with their help.
Giorgio gives good advice to start out with dinghies (any small boat) - big boats are impressively easy to sail - to sail a little boat you *really* need to know what you are doing. Me and my big boat have 10 years and 10,000 miles together ... and I don't have the skills to sail across my harbor in an Opti.
There is a HUGE, very active racing scene here and I've been crewing on race boats for several years, which is great fun, but the race boats are so complicated I haven't learned much about sailing from that.
Teach yourself, take classes, learn from others, it all works. Don't worry about weak spots, being really good only matters if you are racing or not sailing in protected waters, the most important thing is to have fun!