Unless you have a strong preference for a certain type of fish, start out by picking out a stream, lake or pond nearby that you can get to easily and want to fish.
Call the local wildlife agency to find out what fish are likely to be found there, then go to a local fly shop when they are not too busy and tell them you're just starting out and thinking about trying to fish lake 'x' for 'y' fish, and let them know what kind of rod/reel/ set up you have, or show it to them if you don't know. You will likely need to buy some line/leader/tippet material from them and flies, and can get them to show you how to tie the appropriate knots for it, and the flies to use for the time of year you will start, and how to fish the flies. You will likely get a wealth of information, more than you can digest in one sitting. That is why you want to do business with your local fly shop though, because Cabelas or other mail / web catologue wharehouses won't show you which flies to use, when, and how to use them. The shop owner's time and advice is valuable; reciprocate by making your purchases with those folks and they will consider it a fair bargain. In my mind I usually am getting the benefit of the bargain as they are giving me a wealth of decades of fishing experience for no extra charge.
Be sure to go back when the same salesperson / owner is working and give him feedback about your day on the water and hit him up with your next set of questions.
You will be off and running in no time. You may want to ask the shop owner what fly fishing clubs are around, see if they have a junior membership, and now you've got a couple of dozen potential mentors and fishing partners. Don't be shy about asking question, as the learing process never stops, whether a beginner or long time ff, and most fisherman consider it a complement to be asked questions about their art.
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