Pilates can be fantastic for arthritis. The article "Exercise helps ease arthritis pain and stiffness" by the Mayo Clinic provides some great general advice. Another great resource is the Arthritis Foundation.
It is always best to check with your doctor regarding your specific condition, but generally, movement is a good thing when it comes to dealing with arthritis. If you receive clearance to work out from your doctor the ideal scenario would be to find a qualified teacher in your area and take some private lessons. This way the instructor can offer tips just for you and your body. If you don't have access to private instruction, please visit our Beginner Center and take some of our "Basics" classes and then move on to our level one classes. It is important that you start at the beginning and be patient with yourself while you learn.
You may find that you need to modify some of the exercises. For example if you have arthritis in your knees and the teacher does any deep flexing of the knee (like sitting on your heels to rest) then consider resting in a different position or have a towel nearby so you have something soft to kneel upon. Often the teacher will offer alternatives during the class, but if you have any questions just ask. You can ask us via email or in the forums on the website.
You will always benefit from warming up before taking a class. Taking a walk just before class, or even a hot bath could help facilitate your movement as well as minimize pain. Generally people with arthritis feel better after moving.
Listen to your body. Do not push through pain. That said, you can expect discomfort initially. If after a short while you don't start to feel better, or if you feel worse, you should reconsider your exercise approach and consult with your doctor. This article Arthritis pain: Do's and don'ts by the Mayo Clinic provides excellent advice.