Climbing a rock wall - real or artificial is a very athletic sport. There are several types - I have tried free climbing (with a safety rope), and bouldering (no safety rope, shorter heights, thicker pad to fall on). There is also underwater climbing, solo climbing, and ice climbing, but I have not tried any of those - yet.
Most often people learn on artificial walls. Typically they put multiple routes up a single wall, color coding them and classifying by color.
So if you go to such a wall, you have a choice. The easiest route is ignore the colors and just climb up anything. If you want something a little harder, look at the chart and select the 'easy' color. Then climb using only the hand holds coded that color. On that same wall you might pick the blue rocks, which could be the hardest route (there is no standard rule about which color means harder).
Rock Climbing is cheap, can be easy (assuming you take 'easy routes' up the wall), but takes a lot of muscle. It's a real work out. They offer classes, but you do not need to take them.
If going free climbing, you need someone to belay you. If you take a class, that is a given. If not, invite a friend as a partner and take turns. One advantage of bouldering is that you don't need a partner to go with you., but you need to be more willing to trust your own strength, and withstand a short fall.
You need the right kind of shoes - flexible and thin - to do this. Many kinds of tennis shoes, but not all, work well. A lot of places rent shoes.
This is a fairly gender neutral sport and kids are welcome. Not many people over 40 (heavy work out), it's a younger crowd. But they take really young kids - 3 years old sometimes. Kids like to climb.
I went bouldering at Steep Rock Bouldering:
and free climbing at Manhattan Plaza Health Club (a gym but you don't have to join the gym to climb):