Addendum to my first reply:
You mentioned some lakes and ponds near you-- (I may get some nay-sayers to this 'advise' but....)
Go to a lake or pond and fish blue gills and sunfish fairly quickly after getting your gear-- they will hit readily and will build your confidence. Also will give you a feel for the 'delicacy' that is required with setting a fly line hook up. (the techniques that bass tournament pros who rip their rods back to set hooks are not required...) You may even run into a big bass--- big fun on a fly rod.