RE: Curious!
If you've never flown before, you will need to start with a trainer of some sort. It takes a steep learning curve to get to Jets. Find a club that is close and talk to the guys/gals there. Some clubs have club trainers and will take you out on a buddy box and let you try it out. It's harder than it looks (flying planes), but once you get the basics it's pretty easy. The hardest thing for me, coming from cars and boats and the like, was thinking in the third dimension. Was used to left and right and forward and back, need to thing on three axis' vice two.
Hope this helps some. I know others with far more knowledge than I will chime in as well.
If it's one thing I know, get someone to instruct you to fly. Don't try it on your own. It's a lot less frustration down the road.