"I am very interested in climbing but I don't know anybody who is climbing and so I don't really know where to start. When you wanted to try it out, did you just show up at a gym and asked someone to help you? How do I know what kind of routes are good for me? Should I do any specific exercises before starting it?"
As with most things, I think if you want to start climbing you should just go for it. It's kind of silly to think you have to be fit before going to the gym to... get fit. You have to start somewhere, and most people start at the beginning, which means you're not going to be very good! This is the same with yoga too. A lot of people say they need to be more flexible before they start going to yoga... but yoga is a great way to get flexible, so why wait?
The thing about climbing is that almost anyone can do it. At my gym they say if you can climb a ladder you can climb a rock wall. All rock gyms have climbing routes that vary in difficulty, which means there will be routes that you, the newbie, will be able to climb. It might be a bit difficult just starting out but those routes are designed to be as basic as possible and require very little strength or technique. As you gain strength and technique, you'll find that those routes will become easier and you'll start to try routes that are labeled as more difficult.
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Something that I hear all the time, especially from women, when I mention rock climbing is, "Well, I have zero upper body strength." While you do need some upper body strength, I've actually found that not being super buff in your upper body can actually be to your advantage. Climbing well doesn't mean you're doing pull-ups all the way up the wall. It's not a very economical use of your strength and oftentimes is evident of poor technique. Because men typically have more natural upper body strength, I'll frequently see men who are clearly only relying on their upper body strength. They lack the technique that would make them much better climbers. Since women don't have this natural strength to rely on, I'll usually see women developing better technique sooner because they can't just do pull ups all the way up the wall. All of that is to say, don't use your feminine body's "limitations" as an excuse. There are plenty of women out there who are climbing just as hard as men. It might be discouraging at first to see men climb up the wall using sheer strength, but once you can do the same routes expending half the energy by using good technique you'll realize that sheer strength isn't all it's chalked up to be.
Most climbing gyms will have classes for beginners that will tell you about techniques and safe climbing practices, and all should have knowledgable staff that can answer any questions you might have, and they're specifically there for you new folks! Climbing people are pretty friendly so you can probably ask fellow climbers if you have any questions. Most climbers are happy to help you figure out how to do a route, or answer any climbing questions you have.
Climbing gyms will also usually have rental gear available for you, so you don't really need to bring anything, other than yourself and clothing that's easy to move in. For me that means leggings, a sports bra and a tank top (the leggings and jacket I'm wearing in this post is my new favorite climbing outfit!). They'll rent you climbing shoes, a harness, a chalk bag and anything you might need to climb. If you realize you want to climb a lot, it's probably best to buy your own gear, simply because new gear will be much better than the stuff that's rented out, and it'll be more cost effective than renting gear every time. Again, climbing gym staff will be able to help you figure out what kind of gear would be best for you to buy.
In terms of doing workouts before starting to rock climb, I belong to the school of just doing something and not using the excuse of, "I'm not XYZ enough to start yet." That being said, being fit all around does help with climbing. I haven't been working out daily for the past few months and I can tell that not having that overall strength and cardio has kept me from climbing as hard as I know I could be. Climbing uses a lot of muscles, not just your arms. There's tons of core, back, and leg work, so working out on top of climbing will definitely help, but as I've said before, it's not necessary to start climbing. When I started climbing I hadn't worked out in years. If you start getting really into climbing and you want to be climbing at your peak, training through yoga, cardio, and other fitness regimens will definitely be something you'll want to do, but just starting out, it's certainly not a requirement for being able to climb.
I absolutely love rock climbing. It's one of my favorite ways to "work out" mostly because it doesn't feel like working out. It's fun and challenging and climbers are a wonderful group of folks to hang out with. I enjoy climbing because I can choose whether I want to have a solo day projecting routes on my own, or be social and hang out with other climbers while working on routes together.
I've written about climbing a couple times in the past here, here and here, if you want to read more about my rock climbing experience!