Starting out small game hunting is really good advise. As Oldtimer said, most of us probably started out popping squirrels with our BB guns or .22's. But sometimes people just aren't into small game or wing shooting. I for one never have gotten into wing shooting that much. I'll go on an occasional Quail or Goose hunt but not very often. If you would like to start off on Big game, then your choice of prey couldn't be better. Hog hunting is both fantastic for filling the freezer with some great meat and they are a little easier to hunt that your average deer. Don't get me wrong, they are by no means easy prey, but they are just easier than most deer.
One of the first things you will need to do is get yourself a good rifle. If you plan on starting off on Hogs then move up to Deer, then I would suggest a good 7mm.08 Bolt action rifle. Scope it with the best glass you can afford. Then take it to your local range and learn how to shoot. And I don't mean learn how to rest the rifle on the bench and learn, I mean learn how to shoot from varying positions that you will be in in the field while hunting. Standing offhand, taking a knee, sitting, and prone. Accuracy is paramount in hunting. The animals we hunt deserve the fastest and cleanest kills we can provide so there will be as little suffering as possible.
Next is learning as much as you possibly can about the quarry you seek. Ask around as Oldtimer suggested and find a friend that actually hunts. I know most of the ranges I have been to have been loaded with hunters and you may find that most hunters are always willing to help a newbie learn our wonderful traditions. Read as much as you can, but first hand experience can't be beaten. See if you can get yourself invited to "tag along" as an observer only on a few hog hunts and let whoever allows you to come teach you. Like Oldtimer said, there are TONS of things to learn other than just grabbing up a rifle and going shooting. It's called Hunting for a reason.