I first joined a club or should I say just got together with some kids from school at his house. Later I joined, for a short time, a club at school and decided to join I.P.M.S. in about 1967 until I got drafted a few years later.
I joined my first actual I.P.M.S. club in 1975 while assigned to Littlerock A.F.B. We held a monthly meeting and contest at the local hobby shop just outside the base and had good times competing and learning new ideas and techniques.
Later I joined the Shogun chapter of .I.P.M.S. at Okinawa as well as the club at Minot A.F.B. in North Dakota and nowhere in Orlando.
Clubs can be very helpful in developing your skills and knowledge about building as well as the subject you are interested in. Building by yourself can kill time, but with a club you can show your work, get reference material for a project. Like Doog said above you can learn a lot on the forums, but you can also learn a lot by talking to builders in person and you can never tell what will come next.
By all means look for a club in your area, go to a meeting or two and give it a chance.
If you don't like it stop, but keep checking their site for contests.