ORIGINAL: Howler

Like they said, get in touch with your states wildlife department and they will help you get started. You will have to go through a hunter safety course before buying a license before you can do any hunting. You're state will have a lot of public lands that can be hunted for different game species.
You'll learn a lot about hunting in your state in the hunter safety course. The courses these days don't just teach safe gun handling, but they will cover a lot of topics that will help get you started!
Good luck in your new venture.