As a guy who hasn't been in the sport very long, I remember well the growing pains of learning all the intricacies of fly fishing. One HUGE help was the "Orvis Fly Fishing Guide Podcast" (from the iTunes store, or DL the Podcast republic app on Android, stream on blackberry). There are hours of information for beginners to experts on fly fishing. Tom Rosenbauer will give you all the info you need to know to become a better fly fisherman and catch fish.
Also, grab the book above, or Barry Mitchell's Alberta's Trout Highway ($35 at any local fly shop) and find a small trout stream where they are eager to take a dry. You'll learn lots just by hooking into some small trout . Read lots about good catch and release practice as well; if you are learning then the first thing you should know is how to reduce mortality rate in C&R fishing, especially for small trout!
For me the bow was a tough river to learn on. I caught a whitefish on my first fly fishing excursion, then got skunked and untied knots on the bow for about 6 months afterward. It took me two years to catch a bow river trout on the dry, and I'm still waiting for a bow river streamer trout.
Good Luck!