In reply to Roobag:
Would respectfully suggest:
Cut the group of four down to two. All your attention is going to be on stuff you're learning. You won't have 'mental space' to monitor two others.
Don't go on mountain crags - especially in winter, with little daylight.
Don't go on multipitch.
Don't go on trad limestone (likely to be scary/insecure because of polish).
Would go on sport routes first - and only if you're certain you can thread belays. (If you don't know, you must learn.) Would start somewhere like The Bower on Portland, totally unthreatening.
Would go away for weekend trips with your climbing buddy - to maximise the 'investment' of travel time.
If you've had say three OK sport climbing trips, I'd then start trad - at Stanage Popular, on easy cracks, filled with gear. Again, weekend trips.
Your early days outdoors will be the most dangerous times in your climbing life. Be careful! Don't ever rush at belays.
Obvious variables are sport/trad, single pitch/multipitch, outcrop/mountain. Start with sport/single pitch/outcrop and work up (slowly and carefully) to trad/multipitch/mountain.
Good luck. Let us know how you get on!
Mick