I think the best place to start, would be learning how to snare rabbits. Either do some research on how it's done, or find someone who will bring you along, and show you the ropes. I think you need to start there, before moving on to guns etc.
It's a skilled method of hunting, yes, but unlike other methods, (which involve obtaining gun licences etc, etc), you only need snares, land permission, and the know how, to get going.
Rabbits make for good eating too, and in some area's, are plentiful. Also, they can be hunted all year round, so no need to wory about breaking any laws.