Like Lance said. Also, it really makes sense to go somewhere you can windsurf every day for about a week, e.g. on vacation in Aruba or Cape Hatteras or the Jersey Shore, and devote at least a couple hours a day to it. If you persevere, which many people don't, you should be tacking and gybing by the 3rd or 4th day and staying up almost all the time by the fifth - as long as winds aren't too strong. Expect to be blown downwind constantly for the first couple days, and to get a lot of upper body exercise early on!
It's really worth the effort IMO - I love to do it whenever I get the chance, which is not often enough.