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ChronoFish said..
1. For safety I've been staying in a cove with light wind... is it easier to pick up the sport in stronger winds?
No, and yes.
Definitely start in light winds, as you have been. What you'll find though, as you get better, and very quickly, is that in light winds you hold the sail up, and in stronger winds the sail holds you up. You'll soon find the sail holding you up much, much easier.
Then, as you get better and learn to hook in the sail will start to throw you. Whoo-ooah ...Bang! But that comes later.
Being in a cove might give you unstable, shifty winds, that start and stop a lot, and move around a bit. The easiest wind to sail in is a steady, constant breeze from one direction.
Practise body dragging, from time to time. It's exactly what it sounds like. This will teach you sail control and water starting at the same time. If I could go back this is what I would tell myself to practice more.
Enjoy! I reckon years 2-3 of any sport are the most "fun".
Also... "The Season" is coming. The best sailing is in summer when consistent, warm sea breezes come in off the ocean in the afternoons. From about September through to February. Now is the best time of the year to start learning.