Do you live in OK? I've been fly fishing for probably 15 years now. White River is great and is hard to beat, especially floating in the summer throwing drys to browns. Fish the Blue River a lot, down by Tishimingo, because it's easy to get to from OKC. Some of it requires some pretty technical casting due to the trees. Lower Illinois is more wide open, bigger water and easier to cast on if you're a beginner. Don't spend big money on reels, they're only their to hold line if you're just fishing for rainbows. Save that money and get a couple of rods in different actions so you can get the feel of fast vs. medium/slow. Don't get enamored by the big prices on the Orvis/Sage/Winston/etc rods in the beginning. My favorite rod to fish with is a $200 Cabelas branded 3wt with a Redington zero drag click reel.
Best way to practice is going to ponds catching perch one after another.