I totally agree that finding a local club is a great start. First off, you'll get to know some local hams and by asking them about the club, the club's and other local repeaters, etc. you'll both show you're interested and make your first contact may like talking to a friend rather than a total stranger.
I also thing that a new ham should listen to the area repeaters. This will help them learn how the locals talk on the various repeaters (and note that how they talk on one repeater, may not match how they talk on another - or during different time periods for that matter), what topics they like, what topics they don't like, and other clues to help you with your first (and other early) contact(s). Also, listen for scheduled "nets" (regularly held events where specific topics are often discussed, or perhaps when a group of folks simply get together to discuss what's on their mind at the time). Many allow newcomers to join and may be a good opportunity for that first contact. Other nets are "closed nets" where only specific people are welcome. Often a closed net will be obvious to those that listen from the beginning (e.g. "this net is the monthly xxxx club 'meeting on the air' and only members of the xxxx club should participate") or they ask for a registration number or something similar, or indicate that the net is a "RACES Net" where you must be a certified RACES member to participate (per FCC rules).
Listening can also help you know how "the locals" invite others to talk. Often calling "CQ" is not appreciated on the FM repeaters. Asking for a "radio check" may be how many folks do it, but this may or may not be appreciated. A "radio check" may be reserved for a short contact where you'll simply get "sounds good here, 73".
Some repeaters may be linked to one or more other repeaters, either long term or for specific times and/or for specific reasons. While using a linked repeater system is often allowed, they may frown on a user just chatting to another local user (read "local to each other") where another repeater may be a better choice. Often these linked repeater systems require some time to setup or tear down the link(s) and you should leave a second or two after pressing your PTT before you start talking. You should also leave time for others in-between transmissions to allow others (that may be several links away) to join in.