I'm glad you liked it! You definitely don't need a gym to start. In fact, a lot of parkour athletes discourage people from regularly training in gyms because parkour is meant to take place in the environment around you. I know some parkour gyms offer courses, but those are sort of a luxury rather than a requirement for starting. All you need is a couple of curbs, railings, or whatever you can find to start learning some moves.
As for a group, a lot of people get started by themselves, just by going out there! It's a good idea to find at least one other friend to train with so you can learn together. Check out www.americanparkour.com to learn some basic moves. Find safe places to practice each move. For instance, the roll can be done on some soft grass. The precision jump can be done from curb to curb, or even on sidewalk lines!