Just look at this: Skateboard Lessons, Scooter lessons, Longboard lessons, Roller Skate lessons, Unicycle lessons, Ripstick lessons, and the list goes on and on. All protective gear is provided, and you can choose between group or private lessons.
For self starters, like myself, Manly is a good place to try roller blading. Alternatively, you can hire any other type of equipment from extensive list that you can find here. Prices are affordable, and staff is very friendly and would be happy to answer any of your questions or assist with choosing equipment.