start hiking in the mountains if you want to do big game, take a pack with you.
also look in the survival forum. some it that will apply.

think about the kind of hunting you want to do...if you want to take a camper with you and return each night (but be prepared to stay out in case you get lost or get an animal or too dark to get back etc.)
or maybe you want to pack a tent in, and stay more local in a more remote area.

for small game, get out and walk...you will walk miles and miles for pheasants, maybe look into getting a dog.

for ducks and geese start buying decoys, find people with property or look into leases. they will vary in price. be prepared because decoys are expensive!

go to walk mart and get a big game and small game hunting booklet and read through the rules. there are not that many, but understand them, and follow them. you do not want to be made an example of by the DOW.

practice shooting, be it clays or targets. also be prepared because when you go to pull the trigger at a big animal it is a whole lot different than shooting at a black or red dot.