I am sure you can find surfing lessons on Siesta Key.
You can inquire at C.B.s on Siesta.
Gulf Coast of Florida is not great for really good surfing; the waters are definitely calmer than on the East Coast and in no way can they compare to California or Hawaii. Maybe parasailing? Maybe windsurfing? But don't pack a board to ride some big ones in Venice!
I have been a resident of Venice for 20 years, since I was 10, (originally from the Chicago area, actually) and my boyfriend and I are avid surfers. The only reason why we see swell in this area is due to hurricanes or cold fronts, (when the wind is going the right direction to bring the swell). December-February will bring good conditions but this is when the water is freezing and a full wet suit is needed. If you are lucky enough to see swell, the best place to surf is North Jetty (in Nokomis, 15 miles south of Siest Key) or South Jetty (on the island of Venice). www.gulfster.com is a great website to see what we get here.
As far as surfing lessons, there aren't any companies that I am aware of. As the previous poster said, don't plan on waves here, we are not a surfing destination. The east coast of FL gets waves more consistantly (places like Indiatlantic and Sebastian Inlet; about 3 hours east of us).
Have fun! This is the best area in Florida, in my opinion!
Don't get your hopes up when you're there. It most likely won't see surf. Check the reports, and if the surf comes up, get a local to teach you for 20 bucks or so. That part of the coast is really hit or miss.. mostly miss. We spent 10 days in siesta key last winter, and it never got big enough to surf. Great beaches, tourism, and deep sea fishing though...
I agree with what everyone else said. What gave them the idea that surfing was good on the gulf? I live near the other coast, the Atlantic, and one of the reasons I love the Gulf Coast instead of the Atlantic is because IT IS so calm. I love the calm waters, and it's a bit saltier too.
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