No need to go on a course, I think they are pretty straightforward, really. They look complicated, but they generally come with a good instruction book that lays everything out for you. If you run into any trouble, you can always consult the experts on here! You Tube is also a good source of assistance if you need it.
The Brother 1034D is a really good cheap starter machine, very easy to thread, and seems bombproof to me.
I think once you have tried one you will wonder why on earth you waited so long!