I know very little about Geocaching, but I see events for this in our State Parks every now and then.
I want to hang around a bit to learn more.
Welcome in Cricket. Geocaching is a fun an easy game for anyone. It is actually very common that there are geocaches hidden in and around state parks. You will find many within an easy walk of many trails or visitor centers.
There are also a lot of local cacher events throughout the year at parks and other places where geocachers will gather. From my experience, many of these groups are more than happy to meet those who are interested in learning about geocaching or want to try it.
The nice thing is that if you have a smart phone, you have everything you need. Most smart phones have GPS in them by default, so you can simply download the official geocaching app and you are ready to go.