My wife and I just found our first one today too! Its part of a 3 part cache so we're definately heading back out to finish it some other time. We were looking for an excuse to get out and see the area, get some exercise and still maintain our geek status, and Geocaching has been terrific. We went out last weekend, as well, but realized the caches were beyond our scope. This one was definately more up our alley.
Loving the game, seeing the national parks, and getting outdoors!