As mentioned above, just download the Geocaching app. It will give you the locations of caches closest to you. Find one, log it, and move to your next. Start with an easier one to get the hang of it. Keep an eye open for "muggles" as you don't want curious people to find the cache and ruin it for others. Just make sure you leave the cache in the condition and location you found it so the next person can enjoy it.
I haven't been there in a while, but check out Geocaching.com. It should be a good starting point for you.
Good luck and have fun!