COVEN VS. SOLITARY
Many people really frown on practicing without being "initiated." I'm not sure but I think that's changing. There are still plenty of people who say that only a Witch can make a Witch, but if that's true then who was the first Witch, and how did that person become so? I think that it is better to understand that any way that you practice, whether or not you have someone else's approval, is just fine with the powers that be as long as it's fine with you. If you desire the approval of a group, by all means look for one to join.
Many, MANY people are solitary Wiccans or Witches. I choose to practice by myself and rarely do anything with other people, though that may change as I do. I think that practicing alone really lets you get used to deciding what to do on your own on basis of what feels right. Even if it's just you and one teacher, you may encounter trouble "feeling" what way is right. Of course, a teacher can also be an extremely useful resource, but it is more difficult to resist a teacher's views if you don't like them than it is to discard an idea found in a book or on a Web site that you dislike. A teacher is standing right in front of you telling you what works, and if you, as a fledgling, don't know better you may just accept it without thinking. It is important to try to avoid that sort of mentality when you are practicing such a personal religion. And as an aside, it is likely even if you are part of a group that you will practice some things alone, so you'd better know how to lead a ritual or a spell yourself; in fact, most spells are cast alone rather than with a group.
Another note on groups: Supposedly it is best to have everyone present actually involved in whatever is being done. If someone is just curious about what it's all about and wants to "watch," it is better to actually include them than to have them watch you from the outside, because just watching from outside the circle gives them almost none of the effect. They do not feel whatever energies you call and they also do not experience the joy of creation in the ritual or magickal working. They may be led to think that magick is hand-waving and hocus pocus with silly words when in fact the magick is not any of those things. So it is best to at least have the person or people involved in your work, at least playing some sort of role, so they get a taste of the experience instead of just the visual and auditory input.
If you want some sort of initiation but you are not interested in joining a coven, it is good to do a self-dedication. You may do this even if you ARE interested in joining one. Some covens won't accept you as an initiate member until you have been studying for a year and a day, and some of them still won't accept you until you've been studying a year and a day with that particular group. You might hesitate to dedicate yourself to the Craft until you've been practicing for a while and you know you can do it and want to continue doing so. In any case, if you want to perform a self-dedication, it's really up to you what you do. In any case, it is a ritual, like described in the rituals page. But this one really should be done outside, not in your living room or bedroom, because it really is about becoming one with Nature and the divine. You can find self-dedication ritual suggestions on this site, but it would be best to make your own, since a ritual for this purpose should be as much your own as you can make it. Just know that purifying yourself with a salt-and-oil bath is a great idea, and then going outside and telling Nature about what you intend to do. Just meditating outdoors and promising to heed that calling is plenty. You may want to inscribe symbols on yourself with oil or spices or in the dirt or sand; you may want to sing your love for all of creation; you may want to just strip off all your clothes and dive into the nearest lake to commune with Nature, and anything is fine. Dedicate yourself however you choose and celebrate afterwards with food or a special treat for yourself. If you choose to join a coven eventually, they will accept you in a way they choose or you and they come up with together, but a self-dedication ritual is all your own. It's something you can renew later as well. Dedication is not the same thing as initiation, though; it is very hard to do an initiation by yourself because often it is sort of a passage into something you've never experienced, so it's hard to be your own guide. Usually initiations involve a symbolic death and then rebirth of the new self, sometimes a re-naming or something like that. I don't like the whole symbolic death thing; I prefer to see an initiation as the beginning of a growing experience, for which you do not have to die. In any case, if you do want to initiate yourself it is possible, and it's good because you can choose what you want to do. You can look at this suggested self-initiation ritual here. If you are initiated into a coven, they choose at least some of what happens to you and how you see yourself.
I do not have any resources for finding a teacher or joining a coven because I do not have a teacher or a coven. My beginning resources have been books, Web sites, and some contact with others who follow similar paths, but my greatest and only real teacher has been experience. I am amazed to think what more I will be taught as I continue to experience more; though I've been practicing a while, I have barely begun, but I'm not rushing to any end. In short, joining a coven is not necessary to "properly" worship or practice, and you don't need someone else's permission to practice. You don't need to be a certain age (I have actually heard people say they can't "be a real Witch" or "get their powers"--!!--until they are sixteen!), you don't have to be female (oh yes there are male Witches!), and you don't have to have been raised that way to practice. Most people practicing today are not hereditary Wiccans or Witches, and I believe most are eclectic Wiccans or Witches (which means they practice Wicca or Witchcraft by learning a little bit from here and there, not following one particular tradition or group). So you'll be fine practicing on your own if you want to. The only downfall is that you have no one but the powers that be to reassure you and steady your hand if you're not sure which way to turn. As always, do what you feel is best.