Tis the season for writer's conferences. I think one of the best things any writer can do for their career, and especially beginning writers, is to attend a conference (or two or three). The information gleaned from the workshops can be invaluable, not just on the how-to of writing and submitting your work, but on the industry itself and the protocol for contacting agents and editors. You will most certainly walk away from a good conference feeling enthusiastic and inspired. I would also recommend you get another writer to go with you. It's always much more enjoyable to have a buddy.
A good site to find a conference in your area, and to target one specifically for your type of writing, is Shaw Guides. http://writing.shawguides.com/
The following are conferences I have either attended or can recommend from friends who have attended.
Rocky Mountain Fiction Writers
Pikes Peak Writers Conference
Romance Writers of America (also offers numerous chapter conferences nationwide)
Western Writers of America
Pacific Northwest Writers Conference
Willamette Writers Conference
Heart of the West Writers Conference
Jackson Hole Writers Conference
Women Writing the West