It depends on the person, on the costume, and on the skills needed. I'm entirely self-taught and made a complete Jedi costume my first time that is still wearable 14 years later. Other people would like to bury their first efforts and never speak of that time when they were a newb. Others really did better after taking classes.
You can create a LOT of costumes with only the very basic beginner sewing classes or information gleaned from tutorials and online websites for sewing. You can modify clothing bought from thrift stores or make extremely simple garments (vests, etc) just by reading the pattern instructions and following them exactly. However, only the most magical person can walk into a fabric and craft store their very first time and come out of it having created a complete articulated set of WoW-style armor with blinking lights in the staff. Don't aim too high but have some confidence in yourself, and know that hundreds of people every day decide to give this a shot and have to start somewhere. You can be one of them.
If the local fabric stores don't have classes themselves (Joann's pretty much always has classes everywhere except in extreme rural areas) they know who does, or can get you in touch with some of the local seamstresses who may have private sewing lessons. Or, if you want to try to go it alone, pick up some very basic "easy to sew" patterns and follow them exactly using scrap fabric or cheap dollar-bin fabric, and use the internet to look up terms and techniques you don't understand. And I think a basic sewing encyclopedia, like the Readers Digest Encylopedia of Sewing (that may not be the exact title), will do everyone some good. Even I turn to it when I need to quickly pick up a new hand-stitching technique I didn't know before, and I'm a professional.
With props and armor and stuff, you don't know till you try some methods out whether you're any good at any of them. But a lot of what looks impressive is going to be stuff that requires trial and error to learn to do anyway, they don't teach Armor-Making 101 at Hobby Lobby. There's tons and tons of tutorials online, just google them, and if you can't find the info you need, ask in the right forums. You may find after attempting it once that you're a whiz at carving or sculpting or painting, and so when you go to use that skill, you'll create something that magically looks like you're an expert without really being one. That's the real secret of cosplay - some of us only make it look like magic.