Go to www.geocaching.com/seek/
enter your Postal Code and the caches nearest the location will be shown.
Depending on your GPS unit, you may be able to download them directly to the GPS receiver, or you may have to enter the coordinates manually.
Start with lower difficulty/terrain caches to get the hang of it.
Upload a lot of caches at one time to your GPS is a much larger topic.
There is lots of information on Geocaching.com .