Easy fellas. Everyone was a beginner at some point.

I recommend a shotgun like a Mossberg 500 or Remington 870. Get a combination model, which come with a barrel for shotshells and a barrel for slugs. I recommend a shot barrel with variable chokes and a rifled slug barrel with cantilever mount for a scope if you can get it. Put a decent scope on it, they can be had for around 100, and will stand up to shotgun recoil. I did see some real good scope deals at Natchez Shooting Supply (online).

With this gun you can hunt everything you are interested in. Next I recommend you read the owner's manual a couple times. Then read up on what type of hunting you want to try first, and get to the shooting range. Shoot the gun as much as possible, and if there is an instructor or range master, tell him you're just starting with firearms and wouldn't mind a little instruction if they have a few minutes, just to see that you are holding and resting the gun properly, etc.