Step 1. Become a top selling instrumental musician and sell about 75 million albums worldwide (looks like you've got this one covered...)

Step 2. find a place to hire windsurfing gear or borrow some from a friend
Step 3. start on a wide board and small sail on flat water
Step 4. fall in the water lots, get some advice or take lessons.
Step 5. become addicted, base your whole life around wind predictions...

Note: Step 3 would probably be the best way I've seen people start windsurfing.