The first thing I would do is visit a commercial cave. Take a tour and see what you think. If a person has any serious feelings of claustrophobia or other problems, they should show up at this time. You might also try to find a commercial cave with a "wild" tour - a tour in which you can crawl and climb. This will give you a better taste of what caving is all about in a supervised environment.
If you are still interested in pursuing caving after this, you should contact the National Speleological Society. They can be reached at :
National Speleological Society (NSS)
Cave Avenue
Huntsville, AL 35810
(205) 852-1300
From the NSS, you can find what grottoes exist in your area. Find a close one, then pay them a visit. The cavers in the grotto will know all about the caves in their area, and what you will need to cave safely. As I mentioned before, many grottoes have training trips for new members.
Membership in the NSS is about $30/year, with reduced rates for families and students. The membership includes a subscription to the monthly NSS News (the society's caving publication), and the Journal of Cave and Karst Studies - NSS Bulletin (the society's scientific journal). You will also receive a members manual which lists all NSS members, their addresses, phone numbers, and contains other NSS information.
If you would like to read about caves and caving, a couple of my all-time favorites are The Longest Cave (by Roger Brucker and Richard Watson) and Depths of the Earth (by Bill Halliday). I would recommend these for any aspiring caver - they have loads of stories and information in them. If you can't find a copy, the NSS Bookstore at the above address and phone number can furnish you one.
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