What McBorland said.
1. You can search the IDPA Site (I'm sure its the same for others) for local matches and clubs. Also a generic internet serach will show local clubs and events.
2. Check them out. Tell them you're interested and the club/match will tag you along or make you enter and will be gentle in affirming rules etc. At least in Texas its a very friendly sport.
3. When you start, remember, there will be people there who have been doing this for years. Competition shooting is like golf. Although there's always natural talent, time and practice matter. Don't compare yourself to the excellent shooters. Instead watch what they do and try to incorporate their best practices into yours. Always gaggle at the far out old fart who would make Annie Oakley look like a baby.
4. WEAR COMFORTABLE FOOTWEAR!