Start hunting whatever is available locally near you. Squirrels, rabbits, deer, whatever. Most skills are transferable over to western big game.
I learned by hunting squirrels in the woods behind my house and found that I loved slipping quietly along listening for squirrels rustling through the leaves on the ground or moving through the trees. When it came to hunting deer, I found that I enjoyed hunting them the same way.
When I moved to Montana, I added a good pair of binoculars and found that the same tactics I employed for small game and deer in Virginia were just as effective for deer, elk and bear out here.
If you can learn to still hunt and get close to a Midwest or Eastern whitetail, you can kill any animal in the woods. There’s some difference in how they use the landscape but the tactics are very similar.