I grew up in MA, moved to NH for 25 years, now in WY.
between 12 gauge and .30-06 you are 100% covered for everything in the lower 48 with the possible exception of grizzly. I hunt everything around with a 20 gauge and .30-06 from small game to turkey to waterfowl to deer/antelope/elk.
In MA and southern NH, for deer you are stuck with the shotgun, so what type of barrel do you have rifled barrel or smooth bore? Smooth bore you want rifled slugs for accuracy. Ideally for turkey it takes 3 inch (the more pellets the better on them guys).
For "out west" pronghorn is the easiest "starter", they are everywhere and pretty easy and relaxing hunt. Elk are the pinnacle of western hunting (IMO) but also the hardest to find and deal with once they hit the ground.
Depending on where you are in MA it will be easy or hard to find places to hunt. I grew up in South eastern MA, literally every place I bird hunted, every day after school, is now houses. Further west in MA probably the better.