Just a note of warning, windsurfing has been around for probably close to 40 years. There has been a huge amount of gear produced over that time, and the evolution that the gear has gone through during that period has been immense. For a total beginner to purchase gear with virtually zero knowledge could potentially (probably) make for a very difficult learning experience. Without knowing exactly what you purchased, it's hard to say, but if you bought anything other than beginner gear, it's probably going to be very difficult. Even old-style beginner boards/rigs are very difficult to learn on when compared to modern stuff.

The reason I mention this is because windsurfing has gotten a bad rap as being a difficult sport to learn. In reality, with modern beginner gear(made around 2000 or later), it is actually quite easy, especially for someone with prior sailing experience. The day's of falling 400 times trying to learn are over. My local shop has given plenty of lessons where the student was up and sailing and didn't fall once.

Give it a go on the gear you bought, but if you have a hard time, be aware that the gear has really improved over the years.

If you post pictures or names of what you bought, it would be helpful. You can also check out the newsgroup rec.windsurfing on google groups for windsurfing specific questions.

Hopefully you're successful, windsurfing really is a great sport!

sm