Just go, for goodness sake. This is a unique way to experience Pittsburgh that will be unforgettable. Make sure you take sunglasses, a hat and a dry bag. The rental rates are very reasonable, especially if you become a Venture Outdoors member.
They give you a little paddle talk before you go and help you get in and out of the water. It's a lot less scary than you may think, as you wear a safety vest and tipping over is pretty rare.
I recommend you get the solo boats over the tandems, they are just easier to maneuver and a lot more fun.