Here's what I'd say to anyone thinking about the transition in question.
The tricky thing about the transition from sport climbing to trad climbing is that there are a whole collection of trad climbing skills, and really only one of those, technical difficulty ability on steep faces, is trained by sport climbing. The result is that the sport climber starting out on trad is a peculiar beast; an almost total beginner with tremendous physical prowess for steep face climbing. This is a problem, because in order to bring all the other skills up to the level of physical accomplishment, the transitioning sport climber has to spend a significant amount of time on climbs whose technical difficulty is below what they are used to, and it is hard to step back into the beginner role when you don't think of yourself that way any more.
I think the first thing that ought to be said is that, regardless of all the idiotic spray we read on the subject about which form of climbing is "superior," we are speaking of quite different types of endeavors, and there is no reason why one should necessarily ever transition from one to the other. However divorced trad climbing may have become from its roots in mountain travel, it still has at its core an interest in exploration and discovery and a willingness to put up with both the hardships and the dangers of unknown territory. I see very little of this in sport climbing, which essentially banishes the hardships and dangers in the pursuit of exceptional standards of pure difficulty, and I don't see any reason, a priori,
why someone who loves one of these genres would necessarily find themselves drawn to the other.
So perhaps the first question to settle is "why are you even interested in trad climbing?" I mention this because part of your answer has to include a willingness to take on more, perhaps significantly more, risk. If the interest in exploration and discovery, in whatever diluted forms they still exist in modern trad, is not enough to make this extra risk acceptable, than trad climbing is probably not for you. There's nothing wrong with that, but it is worth understanding before setting out on a bunch of experiences that seem inexplicably miserable. You don't have to like trad climbing.
Assuming you're still interested, consider the trad climbing skills that aren't part of sport climbing.
1. Route-finding, both for going up and for going down.
2. Ability to move efficiently and safely, both up and down, on relatively easy but unprotected ground. This is often necessary at the top and bottom of trad routes, and most trad pitches will have sections of relatively easy climbing where the leader absolutely must not fall. If you get off-route on a pitch, you may also have to climb down, perhaps down a section that seemed easy on the way up...
3. Ability to climb near one's limit without falling, including the ability and understanding needed to downclimb before getting in over one's head and the discipline to place protection when one is under stress. Perhaps this state things backwards. Your trad difficulty limit, at least for a while, should be the grade at which you can do these things. If you are dogging trad routes, you're starting off at too high a difficulty level and are actually preventing yourself from learning critical techniques.
4. At least rudimentary crack-climbing skills, which are often not a part of sport climbing.
5. Ability to place effective gear in a timely fashion.
6. Rope management skills for leading, belaying, and rappelling. The second, who isn't in a position to make choices for themselves, must always get as much protection as is possible under the conditions, and under no circumstances are you allowed to drop the ropes when setting up rappels! And remember that Red Rocks is rappel hell, so you'll need to have all your rappel techniques, strategies, and alternatives dialed.
7. Efficient gear handling skills at belay change-overs, especially hanging or semi-hanging stances.
8. At least rudimentary aid climbing skills. (These should be acquired as part of a program of practice aid climbing, which is almost essential for learning the basics of gear placement anyway.) The ability to aid through a section can make all the difference between a minor annoyance and a major epic, especially if the weather turns bad, the hour gets late, a partner is incapacitated, or just that there is a hard bit near the top of a climb that is not descended by rappel.
9. Some rudimentary self-rescue skills. The ability to ascend a fixed rope (with improvised gear) is essential. Then there is a list of other things whose importance decreases to almost nothing (e.g. improvised mechanical advantage hauling systems). Some of these things can get you into far worse trouble than you would have been without them, so if you are going to learn them, make sure you can actually use them in the field. Remember that if there are other climbers around, calling for help is usually going to be a much better and safer alternative than some complicated and risky self-rescue scenario out of a book.
10. For all the skills and strategies, a knowledge of alternatives. You need to be able to belay and rappel without a specialized device. You won't be at all efficient if you only know one way to set up a belay anchor or one way to stack the rope.
It should be obvious that these skills have to be acquired over time, and that a lot of the practice needs to be on ground that is not technically difficult for you. Here I think you will get additional evidence about whether trad climbing is or is not for you. If you find you don't enjoy easier climbs, I'd say you probably ought to stick to sport.
It should also be obvious that it helps enormously to do these things with an experienced person. Many of us learned our craft by ourselves, the hard way, but it is hard to recommend this in view of the additional risks, often unrecognized, and the inefficiency of doing things "wrong" repeatedly.
Lacking an experienced person, there is some safety in numbers. I think that when you are starting out, a three-person party is best if everyone is relatively inexperienced. Having three bodies and two ropes gives you a considerable extra edge.
It should be obvious that one ought to progress from short to long. Get some of your protection strategies dialed on single-pitch routes. Get your rope and gear management skills honed on short (3-4 pitch) routes, especially if you are climbing as a party of three, because you will be slow and do not want to get benighted in mid-climb if you can help it. As far as learning to set up belays and manage change-overs, don't go for rope-stretching leads that pass several intermediate belay opportunities (and, at the same time, make belay communication far more difficult).
A final exhortation for anything multipitch: start as early as possible. Everything gets much dicier once it gets dark.