Blake,
There is no right or wrong place to start, nor is there a right or wrong medium. The best thing I have found is to try things out and see what you like and don't like. If you hook up with a carver in your area, work with the medium he prefers for a while, learn what he offers, but remain open minded.
You have found a great place to ask questions and gather information, and remember we like pictures. Not only do we like looking at them, it is easier to help when you are asking specific questions if we can see what you are working on.
Best
Chuck