(Pssst.....Don't listen to those bowhunters, they're addicted to bowhuntingand can't help it!

Let me help you.)
If you've not firearm hunted before you'll need to attend a Hunter Safety Course. Pay attention and learn to be safe, and, just as important learn how other hunters in your party should be safe. That's the first step and an important one.
Secondly, find an experienced ethical hunter who will tutor you. Their experience will save you a lot of questions.
Thirdly, find a good locally owned hunting/gun store. Talk to the guy at the firearms counter, browse the store, get to know some of the employees. Hunters who work in these places love to talk hunting and generally are very eager to impress you with all their knowledge (

).
As for the shotgun, not sure how you have it set up, but the magazine should not hold more than three rounds with the chamber empty for hunting. A magazine plug and an extra barrel of suitable lengthmay be all you need to get started on squirrels, pheasants, ducks, geese, turkey or rabbits. A slug barrelcould get you set for deer hunting. The Remington 870 is an excellent choice of shotgun for almost anything you'll hunt in Illinois. Even that old Mosin-Nagant is not without a use if you're interested in thinning the coyote population down.
Hope this helps. Best of luck!
P.S. - I bowhunt also because its fun but I'm not addicted.