Hi Lee1972,
I reckon the best thing for you to do is just go to a good spot in Sydney, have a look around and basically ask one of the local sailors for some tips.
Im sure most guys would be more than happy to show you how to rig your gear properly and give sailing tips.
Even if you are on the water ask someone standing in shallows for tips. Most spots like Kyeemagh, Long Reef, Wanda, Palm Beach and Narrabeen lake will have people willing to help.
Windsurfing is a social, fun sport so introduce yourself and ask away.

As to going away for the weekend try Jimmy's Beach at Hawks Nest, Approx 2 1/2 hours drive north of Sydney. Nice spot, clean water and usuallt flat.
Any of the lakes like Munmorah, Macquarie, Budgewoi etc on the central coast all have great spots.
3 hours north is Pacific Palms and Wallis and Smiths lake. Big expanses of water, pretty shallow and warm water. Just go adventuring and have fun.
Cheers.