There is nothing wrong with learning in the pool.  If you try and learn
at a resort somewhere, the training is usually rushed. Scuba training
involves some amount of time in a classroom, and some amount of time
studying outside of class and you wouldn't want to waste vacation time
sitting in a classroom.

   If you live near the ocean, and the water is relatively warm (Florida,
for example), I suppose you might be able to find a place to learn in the
ocean.   Cold water diving (cold enough for a dry suit) is something that
people definitely do, but this wouldn't be for a beginner.

-Eric

Just buy the gear, put it on, and jump in.

Actually, you will learn in a class room, in a pool or other confined water
and in some kind of open water.  Your best bet is to do the open water part
of your certification in the same conditions that you'll do most of your
diving, particularly if you will be diving where it's cold enough to require
thermal protection.  The YMCA is as good a certification agency as any.  Be
sure you're comfortable with your instructor.

You're probably better off doing your open water check out dives someplace
where there isn't much current, but in most places, that's not a problem.
You either time your dive for slack tide or do them someplace protected from
strong currents.

Lee

Both.