Well, You've come to the right place! Welcome to RCU
The first thing you need to do is to talk to your local club. A list of clubs in Arizona can be found here:
http://www.modelaircraft.org/clb.asp...614E0&state=az
Contact them, and visit their field.
They will tell you about joining the AMA ($58/year) which supplies you with insurance. You will also have to join the club (Club dues vary)
They will provide you with free instruction, and may even have a club plane that you can learn on