Talk to other flyfishers, and stop in at the local flyshop wherever you go to fish. Those guys WANT you to catch fish, so they'll put you onto the right pattern, technique, and places to hit for the time of year. My favorite fishing spot is the Eastern Sierras and though I know the area well, I still make it a point to stop in the flyshop whenever I go there, buy a few recommended flies, and get the lowdown on the current fishing conditions and hotspots.
Have fun -- it took me until I was 30 to get into flyfishing, but it's my favorite kind of fishing now.