Of course, going to the gym is also possible. It is more atmospheric to have guidance, but you have to pay tuition fees and resist all kinds of lobbying and sales promotion by coaches. If you choose this suggestion, find a gym with a relatively good reputation. Nowadays, gyms are flooding, and some coaches just have other backgrounds. Maybe Pilates has only been practicing for a few days.
If you practice at home, you can only look at yourself in the mirror and see if you are doing well. Prepare some protective gear and equipment, preferably accompanied by a companion. You can ask more questions online and join several fitness groups to communicate. You must make your own decision.