Nobody on this board is a bigger advocate of going to a library and taking out books, but to really benefit you need to get yourself a teacher, unless all you want to do is get drunk and screw around in your brother's house. Not that I'm knocking screwing around. 20 is the ideal age to be doing that and you'll find it was good practice for when you start taking actual classes. My friends from when I was 20 don't see that much of a difference between my improv at age 40 and my screwing around at age 20 and wonder why they ought to travel into manhattan and buy a ticket.
That being said, it is highly unlikely that anyone not in your group would be interested in watching you guys screw around.
Having a teacher or coach will help you guys focus if only because you're spending money for the person's time and you don't want to waste it. If you guys are in or near a reasonably large city sign up for classes at your local improv theater. If you guys go to college, look into the college's improv club or ask the drama department if they have an improv type class. If you guys do not go to college, contact the drama department of the nearest community college. They may offer a night class, especially if a bunch of people offere to pay for one out of the blue.
You should not be made to act as a den mother for your peers. If you feel that you are not yet skilled enough to be an adequate teacher, don't let your friends guilt you into being one. One thing I've learned in my years of serving the public is taht people try to make reality conform to their wishes. An extreme example is the guy who yelled at me when he didn't like the weather report I found for him. Relevant to you, your friends want free improv lessons from you, therefore you are a good teacher and it is your fault if you can't teach them. Don't fall into this trap.
