I would recommend honing your skills in shallow water before trying anything deeper than maybe ten feet. Detecting bites is much easier in shallow water, line stretch is less of a factor, shallow fish are generally more aggressive - there's plenty of reasons to start shallow. You mentioned not being able to tell when your jig hits bottom. Learn to be a line watcher and fish shallow. Once you get the hang of that, adjusting to deeper water will be much easier. If you find it hard to see your line well enough, try fluorescent line. A heavier jig is much easier to get a feel for than a light one. If you're throwing a 3/16 jig in 20 feet of water, you'll probably miss a lot of hits until you develop a feel for the heavier jigs in skinny water.
Don't know what part of the state you're in, but if it's not too far away I'd be glad to go wet a line with you and try to help you out. I'm in Northern Ky. Shoot me a PM if you're interested.