Hmmm this is the place to say as a newbie there aren't ant dumb questions. First I will ask you one, you say Mass., where? there are some good opertunities for you in good ole Taxachusetts, check this thread, our club in Springfield is having a show with workshops for beginners.
http://forum.bonsaitalk.com/showthread.php?t=19330Also in Bellingham, you have New England Bonsai gardens, Littleton is Bonsai West, Stoughton is Royal Bonsai gardens, all are first class, have workshops for any skill level, and shouls be able to put you in the right place. There is also a club in Hartford.
Home Depot isn't the place to start I am afraid, and yes bonsai is the art form to create the tree, not species or local they are from. There are many species that lend themselves to Bonsai, and any of the suggestions above should give you a head start many of us didn't have and we killed a few to get to where we are. Get Help my friend you will be better for it. A cheap nursery plant might seem like the perfect place to start, but it's not.
pm me if you are anywhere near Spfld. and I will put you in touch with any of the above or try to get you more detailed info.
Bill,