First, you're under no obligation to belong to a club to race, many riders just show up at races and race in generic kit instead of joining a team. That said, there can be an awful lot of benefits to joining a local racing club. It tends to dramatically speed up the learning curve in terms of things like bike handling, race tactics, and learning how to train. Team work is pretty rare and even more rarely effective in the lower racing categories but it's still nice to have team mates in your races and as you progress and your skills and fitness develop the opportunities for productive team work increase so all in all being part of a racing team is a pretty good thing.
Before jumping to the first team you find you should ask around at some local bike shops to find out if there are other teams you might want to check out that are open to taking on new riders. You can also surf the web starting with your local or state level racing organization which often maintains a list of area clubs. Meet some of the riders on any prospective teams and try to figure out if there's a good personality fit and fit in terms of riding and racing goals. Some teams are more focused and serious, others more social, some meet for regular team training rides and others are looser in their organization. If you have multiple choices, try to figure out where you'll fit best and what team best meets your current needs.
And folks do change teams over time, it's no big deal if you join one team and over time find you'd fit better with another team after you've ridden a while.
Welcome to the sport,
-Dave
