I started a couple of years ago up north with a fly fishing club. They offered a six week class everything from knots, insects, casting, reading water etc. It was a great introduction to the sport. It takes a lot of practice to get good.
There's a fly shop in Red Bank that may have more information on how to get started. I misplaced their business card or I'd give you a contact name. I'd offer to help if I thought I was good enough to give you some help but, I'm still learning myself.