Assuming that this is a serious question, it would help if you were a bit more specific. Do you want to hike up big mountains, like 14ers? If so, no real instruction required, just basic back country travel skills which are best acquired by starting small, with day hikes, and going on longer and more involved hikes/climbs as you acquire more experience and confidence. A club membership shouldn't be necessary, but 14ers.com would be a good source of information.
If you're interested in technical rock climbing, where falling can get you hurt or killed and where ropes and various paraphernalia are used to catch you if you fall, then professional instruction would be a very good idea. There are plenty of guide services in Colorado, your local climbing gym can steer you in the right direction. Or you can use Google, or someone will be along shortly to plug his or her preferred guide service. Again, no club membership necessary, but this game can get expensive.
The Colorado Mountain Club has a good reputation and might be a good fit for you. Depends where you live and what your interests are. The price is reasonable, esp if you qualify for the youth rate.