I concur that a good place to begin is with a local radio club. Ham radio can be as simple or as involved as you want it to be, but getting started on the air can be made easier by working with an experienced operator. It might also be helpful to interest siblings, friends, parents, teachers or scout leaders. Group members can help each other, contributing to the fun of exploration and discovery.
Since your profile indicates your interest in coding, you might consider exploring software-defined radio (SDR). With SDR, much of the radio's functionality is implemented on a "computer," be it a PC/Mac, a single-board computer or a smartphone. Receive-only USB "dongles" are an inexpensive path into this field and relatively inexpensive open-source transceiver hardware, like Hermes-Lite, is becoming more available.
There are numerous open-source SDR programs that run under Windows, MacOS, Linux and Android on their respective hardware platforms. Here, again, you can focus on the part of the "radio" that interests you: the top-level programs are built on open-source libraries that implement lower-level (and, often, deeply technical) functions, like DSP, graphics, hardware interfaces, etc. The only limit is your imagination!
As you explore ham radio's many facets, you will also find lots of support in other areas of StackExchange. We look forward to hearing more from you!
I have no affiliation with the companies whose products are cited in this answer.