In reply to RobbieNClimb: Moving from leading indoors to sport climbing outside is technically fairly straight-forward, so lessons aren't really essential, nor is joining a club. As you seem to have recognised the only awkward things is rigging to lower off from the anchor when you are the last climber and that can be practiced beforehand.
However, don't under-estimate how different climbing on real rock can be. Sport climbing especially on the lower grades is not risk free and falling off on non-overhanging (easier) routes does lead to cuts/bruises and very occasionally to more serious injuries. As such, it is certainly worthwhile trying to climb initially with other slightly more experienced climbers so you have the chance to do a bit of top-roping to get used to the rock rather than needing to lead immediately.
In reply to RobbieNClimb:
Get, read and absorb a good book and you should be fine for sport. Trad might benefit from some help but I don't think you necessarily need it as long as you take lots of care
Thanks. I think I will look at getting a good book, and practice lowering off techniques first. I'll get a helmet when I come to do it as well, it can't do me any harm. So do you think lowering off, and knowing whether a bolt is solid or not are the more major things to get right?
I'd like to try and find some more people to climb with.. I haven't really met anyone at the climbing wall yet.