I got some good tips in 'Trapping North American Furbearers' by Hawbreaker. You should buy some old copies or subscribe to 'Fur-Fish-Game' magazine. eBay should have old issues.
It's best to start with easy stuff, muskrats, coons, with mink and beaver as able. Try to hook up with a local trapper as able. That would really move you along. Join a State trappers association. Look over your State regulations.