Ask at your local FFL dealer, wildlife club etc. for information about ranges in your area, and their rules and regulations. If you're just getting started with a shotgun, you need to spend some early time on a 'flat range' (typical target range, formal or informal) in order to experiment with patterns, loads, and some basic administrative and shooting exercises.
If you can find a more experienced defensive shotgunner to go along and help out, that would be good (listing your home state in your profile might even help you find a volunteer here at THR). Otherwise, look for an NRA basic shotgun class near you (see
http://www.nrahq.org/education/training/basictraining.asp for a locator).
What do you need to be practicing? Administratively, you need to learn to safely load, make ready, fire, make safe and unload the gun (dummy ammo is best for this while you're learning, IMHO). You need to learn how to unload a tubular magazine without running rounds through the action. You need to learn how to handle a defensive shotgun safely and effectively, as opposed to a sporting shotgun (primary difference is working muzzle down, not muzzle up). You need to learn to shoot safely from Low Ready and Indoor Ready, barricade left, barricade right, low barricade, and how best to move with the gun. You need to learn retention and transition to a sidearm. You need to learn to shoot one/load one, how best to get an empty shotgun running again and the select slug drill.
For some formal shotgun POIs (programs of instruction), see the stickied thread on Fighting Shotguns up top on the main Shotgun Forum page, or at
http://www.thehighroad.org/showthread.php?t=355528&page=7 , see post 159 and subsequent. There are a good many books and videos available on using the defensive shotgun effectively, and several nationally known instructors teach outstanding classes in its use as well- thought not a lot of shooters want to leap into one of those right out of the gate. Still, IMHO, professional instruction is the best possible way to steepen your personal learning curve with any defensive firearm.
And that's just the 'how to shoot' part of the equation. Even more important IMHO is the 'WHEN to shoot' training. That's best gotten from a working criminal defense attorney in your jurisdiction, who can explain both black-letter and case law to you regarding self defense where you live. Most initial consults with an attorney are free, but even if you have to pay for an hour of his/her time now, it may save you having to pay for several hundred billable hours later.
Be Safe, be persistent, be a good student...
lpl