Hi painface, welcome to Dakka.
You've picked up a decent set with
DV so persevere and you should find
40k a rewarding experience with your son.
Being British I don't know squat about Oklahoma outside of the musical (should I admit that?

) but a quick look on Dakka's
Store finder shows quite a few stores in Southern Oklahoma and a Games Workshop store in Oklahoma City (and Dallas if your really far south!).
Wargaming communities seem to be largely based around stores in the US and I would suggest that you should find a visit to a
GW store most rewarding as they run very good introduction games of
40K, that's not to say the independent store don't but the
GW ones definitely will. Give them a call if you are near and they should be able to hook you up.
Good luck, I hope your son and you enjoy your journey into wargaming.