Local dog clubs and classes are the way the smart ones of us get started. Helps prevent alot of the normal newbie mistakes when you are guided by those who have 'been there and done that'.
I don't know of too many 'trick' shows, but you could start with basic obedience with a positive trainer. The trainer can then help yo ufind what you want to do.
Obedience training is a good lead in to doing tricks, flyball, etc. Do yo uhave something specific in mind?
You should be able to buy a clicker, and there's tons of info on the internet how to start the training. By far and away it's best to save up for classes when you get a dog, but there is stuff you can read/learn/do on the internet.
I agree positive training class is the best way to start any type of training. I havent yet taught my dogs how to catch a Frisbee, so i have no advice but here is an awesome site of some really amazing Frisbee tricks thought you might like to take a look
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