Not sure how it is in the US, but all the Crossfit gyms I've seen around Toronto charge a ridiculous amount of money for a monthly membership (4-5x your average gym membership).
If you prefer open gym and learning on your own, find yourself a gym with an athletic area and the necessary equipment (i.e. bumper plates, kettlebells, etc). You'll save a lot of money, and based on your experience, I doubt you will find most beginner Crossfit classes challenging. If you do find yourself struggling with the Olympics lifts, I would suggest finding a certified/dedicated Olympic lifting coach (rather than a generalized Crossfit coach).
Keep in mind that Crossfit is nothing new, people have just been able to mass-market the idea and monetize it. People have been cross-training as athletes for a long time, without calling it Crossfit.
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