If you haven't bought gear yet, the gym is a good place to go and try it out first. If you know that it's something you want to put your time (and money) into, then buy yourself a harness, shoes, and chalkbag. Once you have your personal climbing gear, you can go to a gym or local area, hang out, and introduce yourself to people -- tell them you are new to the area, just starting out, have your own gear, and are looking to climb.
Good luck. Have fun.