Welcome aboard. A .410 shotgun is a good gun to have. My first shotgun was a single shot .410 and it worked just fine on ducks and pheasant. It would make an awesome rabbit gun also.

I don't know which state you live in but all 50 states require a hunter education class and certificate before being able to buy your hunting license. They provide good information that you can use for the rest of your hunting career. Your state's fish and game/wildlife office will also be able to provide a lot of good information as well as sell you your hunting license (they're annual) and whatever hunting tags/stamps you need.

Depending on what animals/birds you want to hunt, there are several forums with good information pertaining to different types of game and birds. There are also regional forums which may be able to point you in the direction of general areas you can hunt in your state. A fair warning though would be to disclose that hunting can be very addictive.