First off, a hearty welcome to the Hobie Board! With regard to starting sailing, follow Option # 1 in your post--just climb aboard, point it downwind and you are sailing! You might want to check some of my posts about the Harken blocks that will increase your control of the mainsheet significantly, but other than than that , just do it . Have a blast!
Well, I got my boat and I'm sitting in it, in my living room as I type this. It looks great! I have the sail up (double high space in the living room) and I'm making wind and surf noises. (OK you know you did it too) I did get a couple pulleys for the mainsheet like Dick suggested, much better! (Although it took me a few google searches to figure out that a Harken block is just a pulley, sailors have a different name for everything!)
My first modifications will be;
-An internal bungee for the two piece mast, like they have on tent poles, don't want to drop half my mast into the drink. Possible a float to the base as well.
-Some kind of modified lashing for the rolled-up sail to the side of the boat, the paddle holder is tough to use. Has anyone modified this?
That's all for now, can't wait to git it a try. Greg