I want to add that we were also disappointed our first several times out. We had no idea what we were looking for or how it would be hidden. Our GPS will get us to within 3 feet or 45 feet, depending on the cache. Most of the time, the GPS puts us within 15 feet or so. We have learned to look behind logs or under bark/rocks. The bark should be loose and easy to remove, obviously, you shouldn't have to tear a tree or stump apart. I didn't look to see where you are located, but here in the NW, we have a lot of stumps and they are good hiding places. A cache can be placed inside and covered with pieces of bark. Bases of trees are also good hiding places as long as there is ivy or ferns or something to hide the cache. Also, look for sticks/small logs piled too neatly for mother nature to have done it. Basically, look for anything that doesn't look natural and makes you ask yourself "why is that bark there?" or some signs that someone has walked off the path may lead you to the cache. Rocks may cover the cache and sometimes they are not rocks at all - they are hollow and the cache is beneath.
Micros & nanos are a bit different. These can have magnets and be stuck to anything metal. Try to view some of websites of the advertisers' on geocaching.com to get an idea of what the micros & nanos look like. Once I saw a picture of a buffalo tube I at least knew what we were looking for. (although a good camoflage job can make them almost invisible). Small & micros can hang in trees, either on a branch or against the trunk.
We have also learned that if you are viewing a cache listing, you can click on the map above the logs and it will show all the caches nearby. This has been immensely helpful to us in finding a group of caches in the same area. Once you log a find, it will display as a happy face.
Oh yea, read all of the logs from people who've been there before. They may be helpful. Read the clues and everything you can before you go out to your first few caches. We take a printout of the listing so we have the clues with us in case we need them.
Good luck
