Obviously the easiest way to start off is to get some lessons, if you are a quick learner this also saves you some $$$ as you wont need to buy a traditional learner board and rig, a few lessons and you will probably be able to go out and buy a shortboard. That said I dont think I sail with one person which started by taking lessons, the majority is friend or self taught. Most boat sailors have a pretty effortless transition and many of the best sailors I know were boat sailors at some stage. In day to day windsurfing it dosent make much difference, in racing it certainly helps.
Racing in queensland see here ->
www.windsurfingqld.com/Maybe go along to watch a race or two before you decide to enter, they run two different fleets; formula and "freeride" which is anything not formula including older style racing gear, freeride races are set across or downwind. Any level of sailor can have a go at racing... if you can plane, tack and gybe reasonably well you will do ok. The womens fleet is not big in queensland, for that matter nor is the mens racing fleet but there are some good sailors there and you will learn quicker racing against the guys. Formula racing is expensive with one rig and board costing up to $10,000 then you may go through several masts a season but it is where course racing is currently at on sailboards.
One other thing, there is alot of bad advice on equipment in windsurfing, just make sure you consider where you want to end up and it will save you some money in the end.