I started boxing 12 years ago, then moved into muay thai, san shou, and jiu jitsu--ultimately leading me into MMA 8 years ago. Although I've had to ease up on my training because I'm involved with other activities and needed to give my body a break--I can tell you that there's nothing like the rush you get from training/sparring/fighting...and it's amazing what it can do for your self-confidence!
You absolutely should work with an instructor! If you go to a generic boxing class, you're just going to learn really basic techniques and you won't be getting the personalized attention that is critical to ensure you're not picking up bad habits. It may be a good idea to go to a class regularly, and meet with an instructor one-on-one every few weeks (if you go every week, it could get expensive!).
Also, much better to go to a real boxing or MMA gym instead of going to a boxing class at your local gym.
Anyway, good luck and enjoy the pain!!!