Not sure what is all covered in other state's hunter's safety, but it should act as a primer to get you started. Knowing when the seasons run, what is allowable to hunt with, and other laws should be covered.
Next step would be to see what is available in your area with regards to game and terrain. Is there state land available, or is it primarily private owned land? Unless you know the property owner, private land is harder to get permission to hunt on. Imagine what it's like being the property owner, and a complete stranger approaches you to hunt your land.
If you do get access to a wooded area, squirrel hunting is a great introduction to hunting. You can use either a .22 rifle, or a shotgun. I prefer #7 or #8 shot because it will kill the squirrel without ruining the meat. Squirrels are fairly thick skinned, and the lighter shot doesn't penetrate deep. Head shots with a .22 also prevent meat loss. Locate a food source such as walnuts, acorns, or chestnuts, then wait for the squirrels to show up.