In my experience people will start indoors and build experience before heading outdoors.
You could ask people in the bouldering gym whether they have any experience with outdoor bouldering and people will start sharing their favourite spots nearby, and might even invite you along.
Outdoors requires:
- your own climbing shoes
- someone with a bouldering mat
Whereas you will hire shoes from the bouldering gym as a beginner
You won’t need to bring anything to the bouldering gym other than a water bottle and some loose fit clothing