I'm sorry that there seem to be no yarn shops near you. Maybe the ones I just found on an Internet search ("Long Island" yarn shop) are simply in the wrong locations for you. *sorry*
With regard to needles and yarns, learn to cast on, knit and purl, and cast off (bind off), as Jan in CA recommends. The videos on this very site are very helpful! Look at them as often as you like.
Then, to branch out, you might want to read other forums here about tools and equipment as well as search around on Ravelry (ravelry.com) about additional reviews of needles and yarns.
Enjoy! (from another pretty new knitter)