Probably the best way to start is to subscribe to Bank Note Reporter.
It's a sort of monthly newspaper for paper money collectors and not only
does it carry all the latest news about new issues, currency changes, etc.,
it also has advertising from a very large number of dealers and it lists
paper money shows in the US and around the world.  BNR offers free samples
to anyone (not just in the USA).  Subscriptions run about 30 dollars for
1 year (around 40 dollars outside the US).  It's a very good
source of information.  The address is...

  Bank Note Reporter
  700 State St.
  Iola, Wisconsin  54990  USA
  (715) 445-2214
  within the USA, for *subscriptions* *only*: 1-800-258-0929
  http://www.tias.com/krause/BankNoteReporter/

  The Professional Currency Dealers Association offers a small booklet
called "How to Collect Paper Money" which, if I recall correctly,
even contains a few sample world banknotes.  The book is very cheap.
See the section on societies and organizations for the PCDA address.