Nothing beats working with someone, hands on, that can teach you about detecting. If you work with a dealer and they are helping you, please buy your detector from them (they deserve that for the effort they put in). Buying books on the detecting topics that you are interested in is a good idea. You'll learn that all metal detector designs are compromises targeted at specific use/results. There is no single 'best' detector for everything you might want to try to find. A general purpose detector is usually the best first detector to start with, however depending on where you plan to hunt, and what you are hunting for may dictate a different model. You'll be able to find and talk to people in a detector club (and may end up with a search partner - that helps keep up the desire to get out and hunt). Clubs also get access to areas that you normally can't get anywhere near.
You might want to see if there is a metal detecting club near you, and attend a few meetings:
Metal Detecting Clubs | Louisiana
Once you get your first detector, dig everything it sounds off on and learn to recognise what it is telling you - you'll find that if it has a visual display screen that tries to guess what the item is - it's just a guess based on conductivity, and it often guesses wrong - this is because combinations of junk in the ground can mimic the things the detector guesses that you have found. get some good headphones. Some people like to use pin pointers to help them locate targets while they are digging them up - however depending on what you are looking for, they may not work all that well (prospecting for Gold is one area that they tend to work poorly in, but alas, you would not be using a general purpose detector if you were seriously detecting for naturally occurring gold).
If you decide to discriminate aluminum pull tabs, you will likely never find any gold rings (their conductivity is almost identical as far as the detector is concerned).
Take the time to learn what your detector is telling you. If all you find is trash, maybe that is all that is there where you are looking. Many out of the way sites may have be detected many times prior to you coming to the site, even sites that people tell you 'have never been detected'. A lot of people give up after a while, or blame their detector, when the reality is that the detectorists expectations were not realistic. Many times it's because they did not understand how thier detectors really work (motion detectors seem to confuse many people who never seem to understand how to pin-point a target).
Personally, I don't intentionally coin hunt anymore, but that does not mean I don't find them. The last gold ring I found was when looking for relics at an old cabin's outhouse location (early 1900's site) - keep in mind that you have to develop an eye for where to look at a site, you get this from experience (often, when you are detecting with other people, you get to leverage their experience as well). There is a lot of good information here as well.
