DrWacko gave you great advice (he is a doctor after all!). I'll add this....
As Dr Wacko says, start with some munch type events (casual, non play meetings over food - hence the 'munch' moniker), get to know people and find out about what's available in your area. It might be a little intimidating at first but don't worry, lots of people attend these things on their own and most are very welcoming and understanding of new people. I'd highly recommend classes on technical subjects (needle play, bondage, etc.). Make sure the instructor has a good reputation and is experienced and trained in the topic they are teaching. Sadly, this isn't always the case. In regards to non-technical subjects like how to be a dominant or submissive, some classes can definitely have value but keep in mind these are just opinions people are sharing. There are no rules about how to practice D/s other than the ones that apply to all relationships: be safe, be honest, and be respectful (including to yourself and your body/time/emotional well-being). If someone tells you you aren't a dominant or submissive because you aren't doing this or that, it's just their opinion. Do what feels right for you and your partner(s).
Watching others interact is perhaps the most powerful and informative experience, nevermind exciting! If you get a chance to go to a play party or demo, take it! Just make sure to know the etiquette, which almost always dictates that spectators do not comment or interfere in any way.
Lastly, don't discount online and literary resources. There are many fine podcasts we've linked on this site that are fun and informative and often talk about events going on in different areas. A number of fantastic non-fiction books exist on the topic of BDSM from Slavecraft by Guy Baldwin to Different Loving by Gloria Brame. If you're in to femdom I highly recommend Uniquely Rika by Rika (naturally). This book offers a realistic view of femdom that deviates from the porn/pay to play femdom (not that there's anything wrong with either of these) and focuses on real life female led relationships.
Best of luck in your explorations! Let us know how it goes and please do feel free to use this forum to share your experiences and opinions as you progress or to ask any questions. We're all here to learn from each other, regardless of our levels of experience