Hi there! I'm a brand new quilter, and I'm from Cary. There's a quilt shop in downtown Cary (Etcetera Crafts) that I really like, and I know they offer lessons. There's another shop in Apex (right off of 64), but I haven't been in there yet.
This site helped me find shops in the area:
http://winsorartquilts.com/raleigh/shopping.htm
Hope this helps! It's nice to talk to other quilters around here.