When I was still in high school I used to watch the show "Gold Fever" on the outdoor channel. (The only show worth watching on there really) I became fascinated by the fact that they pretty much spent their time playing in the woods or the desert finding gold and such. Once I got a little older and entered college I actually joined the GPAA. Membership in the GPAA comes with a lot of perks. They give you your first gold pan, a video showing how to pan, and most importantly a catalog. This catalog is like a guide book showing what valuables can be found in each state as well as giving rumors, stories, and legends about lost treasures in certain areas. In the back there are listings of places you can purchase a lot of gear from as well. I have found this book indispensable in my hobby. The sheer amount of loot that could be found in each state was very surprising. While I have never ordered any of the equipment from the back I have made extensive use of the main book and many of it's pages are marked up with notes and calculations and such.
Even if you don't go and join up with a club, you can still find a lot of info around your home town in the pubic records. A good suggestion for starters would be to get a metal detector and find where an old town or settlement used to be. This is one of the first things I started with as a teenager. In West Virginia there are a lot of old sites where there used to be coal mining towns. These towns were a sort of legal slave labor camp. The companies owned everything right down to the general store and they paid in scrip, which was a kind of currency that could only be used in that town. In this way they made sure that the miners were completely dependent and deeply in debt to the company. The conditions in these towns were often brutal and any type of rebellion was often met with a massacre by the local "law enforcement" which were pretty much just hired goons paid to keep the miners from unionizing. Eventually this led to a group of 10,000 coal miners marching across the state to drive out the detectives hired by the companies. The miners were eventually defeated by state and federal troops and the region stayed non union until 1933. Battle of Blair Mountain.
Today there is not much left of these old mining towns, but with some luck and a good metal detector you can find some old scrip as well as many other artifacts that could be worth a few dollars or better. This is an easy and very relaxing method of treasure hunting and can be done at your leisure. There is no real need for lots of digging and strenuous work. Heck you can even take the time for a picnic.
An example of miners scrip