Gibraltar is a good place to learn how to sail. You can do an RYA (Royal Yacht Association) sailing course here and get an RYA tidal certificate. The sailing area is interesting in the Straits of Gibraltar with shipping lanes passing one direction and ferrys passing the other. You can have an English breakfast in British Gibraltar and Moroccan dinner in Africa the same day. The courses are run on 36- 40 foot modern yachts, you live onboard and can pay for just your berth (per person) or charter the yacht exclusively.

There are also good dive spots where you can dive on ship wrecks, the lower caves in amazing and the cable car to the upper rock  to see the apes and views on a clear day is worth a visit.