Very late to this thread, but my advice for a midwestern wanting baby offroad:
Find some gravel roads in your area, start driving them fast, play with the drive modes and tranny.
Progress to finding some Forest Service roads in a national forest nearest to you. Start driving the fire roads and dirt roads.
Progress from that to finding UTV trail roads, 4-wheel parks, and any place with sand beach or dunes.
Last, head west, and find yourself somewhere in MT, WY, CO, UT, ID, NM, or AZ and put it all together.