Hi and Welcome!
My advice is to start with some easy ones. Look for regular size containers with a difficulty of 2 or less. Save the micros until you have a few under your belt.
We were up that way just after Christmas and enjoyed Beware of Bear, Hidden Falls, Chapel of Love 2, Ruins of Monte Ne, Park Springs and especially Natural Dam, which is a little south of there. All were easy finds with fairly easy terrain. Also, there are a lot of good caches in Fort Smith. The Burns Park and Fort Chaffey area will be good for beginners, especially if you have kids.
Don't be afraid to log a Did Not Find. We all do and it lets the owner know there might be a problem. Also, all cache owners appreciate reading about your cache experience in the on line log.
Ask all the questions you want, that's what we're here for. The general boards at the top of the page get more action than the regional ones, so you might want to post there.
Clark W Griswold
Russellville
"Honey, we're not normal people. We're the Griswolds. "