It is a good idea. My dad told us as children that everyone, male or female, should be able to swim, ride a horse, change a tire, and shoot a firearm. He made sure we all learned. Oddly enough, I've had to do every one of those things when I didn't expect it. Sure made a difference in my comfort level!
There are courses geared especially for ladies who have never held a firearm. The NRA holds them regularly at local gun clubs on a rotating basis, and many good shooting ranges hold them too. Find your local shooting club and make inquiries. They will provide arms, ammunition, hearing protection, and all. And it's usually quite inexpensive.