Hope this helps, first don't go out and spend lots of money on rods, reels, tackle. I found the best thing to do is go to the local fly shop and try out their outfits. If you have a Bass Pro shops, Cabelas, or Gander Mountain nearby, you'll get to see what's there and most of the time you can try out their outfits. For a decent first time setup, I would recommend from experience, (my girlfriend uses this same setup and she only fly fishes 3 times a year and looks like a pro) Albright Tackle's Yellowstone Rod 8 foot 2 piece 5 weight (on sale anywhere from $15.00 to 40.00), match the reel to that, my preference is the Albright 7/8/9 Topwater reel (on sale $20.00 to $70.00) or the Pflueger Medallist 1598 Rim control reel(about $40.00), and the Bass Pro Shops White River Floating W7WF fly line (7 weight Weight foreward about $30.00). The reason for the heavy line is that when you are beginning to cast, you need to feel the rod load and the line, a heavier line will cast slightly shorter, but you will have control of the line from feel when casting. Plus the heavier line isn't as likely to go astray when the wind blows out there (I spent 3 weeks fishing Oklahoma and the first 2 days were awful, couldn't get the line to cast in the wind anywhere close to where I wanted it until I changed to the 7wt line) Look online for flyfishing videos, even youtube has casting lessons, plus you can often learn from watching others either in person or on tv. A couple good sites for info are are Flyfisherman magazine, American Angler, Fly Fish America, Take me fishing.org to name a few.
Good Luck