Well-known gun bloggers Sebastian and Say Uncle recently crossed over into some hunting blogging -- to complain about the cost of going hunting.
Considering what serious recreational shooters spend on their training, the fiscal entry costs of hunting are pretty low to a gun owner. Most states' resident small-game licenses (which include pheasants, grouse, etc.) cheaper than a tank of gasoline. Big-game licenses (again, thinking in resident terms) are a little more and sometimes involve lotteries.
Not all costs are monetary, I admit. When I go to the shooting range, it's a simple matter of load stuff in the Jeep, drive to the range, and shoot until I am (a) out of ammunition or (b) mentally fatigued. The annual membership costs about the same as a small-game license.
My point is that recreational shooting is a "retail experience": you buy some gear, pay a reasonable range fee, and go shooting.
Hunting, by contrast, is a "cultural" experience. It may involve a lot of shooting (a typical dove hunt) or none at all (many big-game outings).
You may have a day like this and think it was a good one.
Consider that hunter-education course (which is a one-time thing) to be one step into the culture.
Unless you are paying for a guide's expertise, you cannot just show up on opening day and expect the perfect experience.
You need to learn something about wildlife biology, to reconnoiter various areas (hence the popularity of the game camera--lots of them on eBay), and to plan the time off.
You need work on not just marksmanship but physical conditioning--even if you hunt from a stationary blind.
You need to hang around other hunters too--and it does not hurt to support organizations like the Rocky Mountain Elk Foundation or Ducks Unlimited.
You probably will not learn much from watching "outdoor" television--not as much as you would from taking a walk in the woods with binoculars.
And there is the whole land-access issue. How much huntable public land is there where you live? Private-land hunting access laws range from the easygoing (North Dakota) to the don't-you-dare-without-permission (much of the West and Texas).
Networking is the answer. If you can't marry someone with a ranch in the family, then branch out. Join local clubs. Volunteer for a wildlife agency and get to know the game wardens. Talk to people. (Hint: I swear a lot of self-employed contractors are self-employed just so that they can turn down jobs during elk season.)
Still, if you think you have an access problem, consider these guys.