First make sure you are aware of the local laws concerning metal detecting/relic hunting. Then decide what you are interested in finding. If you can (legally), start in some local parks to get used to your machine. If you want old stuff, there are some old maps available on line or at your local library. Study the history of your area. Look for any place people would have gathered together (church, school, tavern, mill...). Get permission and start swinging.
DCMatt