One of the common misconceptions about rock climbing is that it mostly works out your upper body. I hear so many people say, "I don't think I could do that I have no upper body strength." It is actually a great all around workout (builds strength, endurance, and flexibility), and works mostly your legs. It's like climbing a ladder. Your arms balance you, and your legs move you (unless you are bouldering, that can involve some upper body strength). So don't feel discouraged. If you can climb a ladder, you can climb a wall :)
One of the benefits of rock climbing is improved cardiovascular health. Your cardiovascular system consists of your heart and accessory organs (veins, arteries, etc.). In order to improve your cardiovascular health, you need to workout, or put stress, on these organs. Activities that provide stress include, running, biking, rock climbing, swimming, etc. As with any type of workout, it is important to start slow, especially when dealing with cardiovascular activities. Start climbing 5 minutes at a time, until you can climb for about 30 minutes. What's great about climbing is you can take breaks, either just hang loose in the air or when you finish your climb you can rest before trying out another route.
Another benefit is weight loss. I read in an article that rock climbing at moderate intensity can burn about 400 calories per hour. My goal is muscle toning, which is another benefit! Like I said, rock climbing is a workout for the whole body. It works your arms, legs, glutes, back, abs, and chest (if done properly). I also think that it can increase flexibility. Sometimes, you need to stretch out to reach the right holds.
Rock climbing can be expensive depending on where you are. I lucked out in NY because I had skilled friends to bum off of and feel safe. Also, the indoor place in my small hometown was really cheap, under $10 to climb and that was with rentals. Where I am now, in MD, it can be about $30 a day. So, I recommend looking for deals. Again, I lucked out because the indoor place I went to had a deal for two 3 hour classes, free rentals, and a 15 day pass for 2 people for $75. I recommend checking websites such as living social and groupon, they tend to have classes on there. Another idea can be to check out local gyms or colleges, some can have rock walls with self belayers.
Overall, it was a great time and I definitely can feel the workout. Don't be afraid to try something new.