To learn about hunting (1) take a hunter safety class and (2) find a veteran hunter to show you the ropes. If you are sincere and pay attention, you won't have any problem finding someone who will mentor you.
The following guns would cover a wide range of hunting circumstances: (1) .30-06 rifle with telescopic sight, (2) 12 gauge pump shotgun with barrel that is qualified to shoot steel shot, and (3) a .22 long rifle. Any one of these would open a range of hunting opportunities for you.
.30-06: a powerful centerfire cartridge suitable for hunting pronghorn antelope, whitetail deer, mule deer, black bear, feral hogs, elk, bighorn sheep, mountain goats. This is also adequate for grizzly bear and brown bear, but many prefer a more powerful cartridge for these dangerous bears.
12 gauge pump shotgun. The pump-type action is inherently more reliable and robust than the semi-automatic action. The double barrel actions are also reliable, but these guns cost more. This shotgun will allow you to hunt goose, ducks, pheasants, quail, partridges, turkey, rabbits and maybe other things I'm not thinking of. The federal government mandates non-toxic (not lead) shot for waterfowl hunting such as ducks, and the most common and least expensive non-toxic shot is steel which will damage shotguns manufactured BEFORE lead was banned for waterfowl hunting. So, make sure you get a post-ban shotgun. Some states mandate deer hunting using shotgun slugs rather than high power rifles. Thus, the 12 gauge can also be used, at limited ranges, for hunting deer.
.22 long rifle is suitable for hunting rabbits and squirrels. This is also good for target practice. You can readily transfer many of the shooting skills you develop with shooting a .22 to shooting high power centerfire rifles. The cartridges are very inexpensive, allowing you to do much more shooting for the money.