An advantage of joining a club is that they often have a well located hut and access to a pool of climbing partners. Climbing walls can be good places to start. They are climbable in any weather and are often located in areas where there are no natural crags to climb. Many walls loan or hire gear. With this set-up a climber can only fall the distance of the slack in the rope.
Some walls allow lead climbing using bolt protection.
Gear Rock boots, harness, rope, helmet and a rack of protection is all that is needed at an introductory level. Warm and non-restrictive clothing is required, according to personal taste.