New to sailing

Saturday morning and I find myself researching dinghy sailing courses. Part of me thinks I should just turn up at a club and see what happens, but another part wants to do it properly from the start. For those who came back to sailing as adults, did you start with a course or just jump in?

How do you lot stay fit for racing over winter? Club dinghies don't start again til March and I'm worried I'll have forgotten everything by then.