I would definitely do it! I did it for about 18 months after a bad break-up and it was a lot of fun and did wonders for my self confidence.
Things to know:
1) It's not cheap. I paid for a monthly membership and then there were a million workshops and seminars that in retrospect I see were moneymakers for Krav Maga TM.
2) It's formulaic. You learn certain moves and do them over and over again so that you'll feel comfortable doing them without thinking. I liked this aspect of it, but some people find it boring after a while. Like you'll work on chokes for a while, then kicks, then elbows.
3) It's hard work. There is a lot of conditioning involved: pushups, burpees, punching for ages. You're welcome even if you're not in great shape, of course, but you need to be prepared to put in 100 percent effort every time. When you get to the drills, people do punch and kick HARD, so be prepared to get beat on. I was 35 when I did it, but not the oldest one in the group! However, there were a lot of young people who were light years ahead of me in terms of fitness and ability.
I had a great time and only quit when I tore a rotator cuff. Definitely check it out!