I took my first fur in last winter so I understand how you feel. Being a first timer I decided to go to the ATA in Westlock because I thought that dealing directly with them would be a better experience. The process for me was simple and painless. I told the staff at the ATA that I didn't have a clue so they guided me through what had to be done.
When you go there they will open an account with NAFA for you and a short time later NAFA will email you your account number. Then you go to the NAFA site and open an online account. Shortly before whatever auction that you put your fur in for, your pelts and their grades will show in your account. After the auction you can see what they sold for.
I joined NAFA and got a membership with the ATA as a start but at the Trappers Rendezvous I also joined The Wild Fur Shippers Council.
http://www.nafa.ca/wild-fur/shippers-council
I would suggest going to the ATA in Westlock the first time, they were very helpful to me. It's good to meet them and put faces to names anyway. Chatting with experienced Trappers like AJ Callbeck, who works there, or Jackie Wurtz who happened to be turning in fur the same time as me is nice too. I got some good tips on my fur handling from both of them.
I'd be willing to head up there with you to turn in my fur at the same time if you'd like.