Visit http://www.airsoftmap.net/Skirmish/ to find your nearest site. I'd recommend going down a few times and hiring before you buy anything as you find out you may not enjoy it.
It may also be worth trying to get a friend to come with you, as it can be tough going alone.
Lots of people do go along on their own though. It's easy enough to get talking to airsofters: just ask us about our guns! :lol: You'll soon be wanting us to shut up! If you don't have a pair of sturdy boots, you should probably get some and wear them a few times before you go airsofting in them for your first time.