Find a continuing education class through a local secondary school/community college. Also, a lot of welding shops will put on classes. You'll want an Argon/CO2 mix for the MiG (that's a MiG you have...but you can use fluxcore wire to get started without investing in gas.)
Stick is a good way to get started...that seems to be how most get started. That's really for thicker materials. Stick is good for plate and general welding. MiG is good for sheetmetal or thicker materials. With the MiG you have, at 110v, you'll be limited to probably 3/8" thickness.
You wouldn't want to mess TiG until you understand the fundamentals with MiG...you'll most likely get discouraged. There's a lot that goes into it. If you hone your skills with Stick and MiG, then think about getting into TiG if you want pretty welds, or plan on welding aluminum.
A good resource is the Lincoln Electric Foundation. They offer VERY reasonable books on the subject, and also sell very reasonable starter projects, and will send you the metal, etc.
https://education.lincolnelectric.com/products/curriculum/bookstore/
Find a local metal supplier, and buy steel "drops" if they sell them by the pound. Practice, Practice, Practice.
Oh yeah, and make sure you really wear protective equipment.
Here are a few razor blades I TiG'd last year....
