Hi Jim,
Welcome to the long process of building your knowledge for this terrific sport! and welcome to the board!
I do not know HALF of what most members here have forgotten about hunting, but I can point you in the direction of good reference able knowledge.
For picking a caliber, compare the ballistics of several suggested sizes of ammunition for the animals you wish to target.
This can be done here:
http://www.winchester.com/Pages/Home.aspx
Compare the muzzle velocities, and energy at impact versus the drop rate to get you started. Once you have a few in mind, compare the prices of each box of ammunition at your local retailer. Or you can just shoot a 30-06, and be good for all species here in Alberta - it is one of the most common rounds and can be found almost anywhere that sells ammunition.
Pick up a copy of the Alberta Hunting Regulations. Put one in your bathroom, truck and man cave, and read it cover to cover 100 times - at least. All the answers on what you can shoot, and when, are in there.
Use the search function in this board to search the information you are looking for. Chances are others have had the same questions you do, and there is already a thread about it. Search and find it instantly!
Get out and shoot! Practice, Practice, Practice! Get comfortable shooting your weapon, and you will be more confident when you are presented with the chance to pull the trigger on your animal target.
Lastly, and probably the best advice in my post: Get a subscription to Alberta Outdoorsmen Magazine!!
Good Luck - Be Safe - and Shoot to Kill, not to Thrill!