Most people decide to learn to windsurf on a Caribbean type vacation, warm weather and water.
And for good reason, you're going to spend a lot of time in the water. It's much nicer when the water is warm and clear. No one just steps onto a board and sails off. People with surfing and sailing experience will master the sport faster, but it seems everyone must take their 50 to 100 falls. But, once you get the hang of it, it is a great feeling.