I have had a wish to learn diving and to acquire a PADI licence for many years now. If I took a PADI OWD course here in Slovenia it would mostly take place in a swimming pool. The only exception is usually the final dive, which takes place in the Adriatic Sea - somewhere on Slovenian or Croatian coast.
I am a big fan of Adriatic sea, but its underwater life can hardly be compared to some place with coral reefs and countless colourful fish. It is also not all that warm during this time of year...
I guess the closest such place to Europe is the Red Sea in Egypt. Since I visited Egypt back in 2007 I can't get this thing out of my head. My diving experience from that trip is from Dahab (days 13 and 14 of our Egyptian adventure).
Another thing is that such courses usually take quite some time, often stretching over two or even more months. In tourist places like Dahab or Sharm el Sheikh such courses are adapted to match usual holiday durations. This means one can acquire a diving licence in under a week.
However I would suggest not to hurry things more then necessary. You should always keep in mind that the purpose of such courses is to learn to dive independently. If at the end of such course you do not feel confident to face possibly dangerous underwater situations alone, you should definitely reconsider diving alone. A mistake in underwater environment can cost you your life!
I suggest you look into many options available in Dahab and Sharm el Sheikh. Some companies offer ship-wreck site diving, other have superb coral reef formations. You can definitely choose what you prefer.
As the title of this post suggests, things have lately simply not been good for taking a trip like this. I will just have to wait a bit longer to do it, but this thing will definitely stay high on my travel list.