Ok, my thoughts are based on the fact that my dad and my brother had lessons together whilst i used to sail. i din't like the look of it at first but then 2 years later I changed my mind and my dad taught me.
Problems encountered:
1. Couldn't get my own wetsuit on (this was before the days of flexy neoprene) and as i learnt in the UK i always wore one. This drove my dad crazy.
2. I learnt on a mistral competition - no way i could lift it so my dad had to do the carrying of kit (sea often 1 km out)
3. Didn't have the strength the rig up the sail
4. Was as interested in watching what other people were doing as listening to my dad's instructions! (this hasn't changed)
5. My dad wanted to go out in strong winds, i wanted light winds - therfore we never saw my mum.
The worst thing about it was that my Dad picked up some bad injuries and lost interest in the sport. I had been bitten by the bug and couldn't get to the water as much as i would have liked (as i couldn't drive).
So lots of negative things really. However before my Dad got injured we spent every weekend together windsurfing, all our holidays were based around it and my mum even took it up as there was no other option! I was definately a lot closer to my Dad than my mates were to theirs.
If you have patience to do everything twice (as in rig up, carry kit for you and your daughters) then it is excellent!! I know my mate can't wait until his daughter is old enough to try it!
Send them of for lessons and then fully support them, they'll love it! And if they don't.....