If you are new to rock climbing, take formal instruction or learn from someone with experience. If you're already a climber, you know the script.
Climbing, both indoor and outdoor, is one of the fastest growing sports in the world. As a sport it is a great leveller, as although some expensive equipment is ultimately required, it doesn't help you to defy gravity, merely slow your fall. Having said that, and acknowleging the obvious danger of any sport involving potential falls from height; approached properly, climbing is a relatively safe activity.
Figures from the Lake District Search and Mountain Rescue Organistaion for 2005 record 19 deaths on the hills, yet only two of these were rock climbers.
Of course the Lake District is where rock climbing formally began. Whether you take that to be Coleridge's descent of Broad Stand in 1802, or Atkinson's ascent of Pillar Rock in 1826 is up to you.