It might be a good idea to have a couple of lessons just to set you off on the right track, then put it into practice at the driving range. Any decent local pro should be able to help you out with the basics, so dont feel pressurised, they're there to help you. A 40 minute lesson with most pros should set you back anywhere from £12 to £20, a lot for a 40 minutes or so, but very valuable.
If you find you enjoy it and want to stick at it, see about seasons tickets at your local muni. If you want to join a club, then use the following link. You can do an area search and many clubs have their prices/joining fees displayed on here, with info about courses, website links etc etc:
www.golfcentral.co.uk
Finally, if you decide to take up the game regularly, dont splurge a load of cash on the latest "name" gear. Get yourself onto e-bay / scot-ads and seek out some bargains there. You could easily fully kit yourself out with a bag and 14 clubs for less than £200.
Oh, and let us know how you get on!