Definitely see a physio who knows about pilates. That's how I got into it. Was seeing a physio for a lower back injury and she worked with me on basic core muscle movements as I wasn't even strong enough to start in a beginners pilates class. Then once I was good she referred me to a pilates studio where I had a couple of semi-private (only 4 students, makes it cheaper) sessions on the reformers and then moved to the floor classes. That was about 4 years ago and have been doing it once a week ever since (apart from having a few months off after DS was born ).