If you're in a city, get the free weekly entertainment "newspaper". You know, the one with the smut on the last few pages and all of the club listings.
Call around to a few popular restaurant/pubs and see who is doing bourbon or whiskey tastings. You may also try "googling" your city name and the term whiskey tasting.
Often for $20-40, you'll get a "flight" with an assortment of whiskeys and a snobby tour guide to tell you what you should be tasting and how his/her favorite is the one you should buy. But, it's a good way to get an intro to brands better than Old Sockwater (tm).
I love bourbon, but it makes me break out in handcuffs, so I do more cognacs and brandies now. My wife is a scotch, single malt lover. Often, but not always, sour mash people don't like scotch and vice versa. Some lucky devils enjoy both.
Figuring it all out is half the fun, like new tobacco tins. Good luck!