In reply to Famport:
There are definite differences and its more dangerous.
Some things to consider: harder to find routes, the protection might not always be good so you need to be aware of bad gear, rockfall is a real possibility (I was almost wiped out last year when the guy I was belaying somehow dislodged an entire ledge), some parts are tidal, sometimes the rock is affected by moisture.
Climbing on outdoor rock is likely to feel much harder if you've never done it before. It tends to be less obvious and there are far more potential holds so you have more choice which can be confusing. Expect to start with lower grades and build up as you get used to it. However grade for grade outdoor routes tend to be less strenuous, often with good rests. Learning where you can rest is another thing that indoor walls aren't so good at teaching you. You need to place your own quickdraws (and get them out afterwards). If you get only halfway up a route you need to know how you'll get down without leaving gear behind. And if you get to the top you need to know how to thread the anchors as often there's no karabiner to clip into.
Finally of course there's no guarantee that there will be anyone to help you should you get into difficulties. So you need to be able to work things out in such an event.
Despite the above its perfectly feasible to do. Just go with eyes wide open, use your common sense. Read a 'rock' climbing book or two first to get an overview of these things and should be fine.