Best thing to do at the start is to attend any of the MBGA Pub-nights which seem to go on about every 5-6 weeks or so.
Although I am back in Marathon, Ontario, I spend from April to October this year in Manitoba, and went to most of their events when I was out there and even met a a few members while out geocaching. My sister Tracama lives in Winnipeg and geocaches.
The group makes you very welcome and after a few events, they get to know you and you can get a lot of help for various caches if you have problems finding them.
Great group to be associated with. You will have fun. They also periodically get together to do mass geocaching.
Also go into their website http://www.mbgeocaching.ca/ you will get a lot of information, especially on the forums.
Merry Christmas and Happy Geocaching.
jleecollins