One of the bonuses to training with a group is that it has introduced me to routes that I might not have taken on my own. Take the trail at Stone Mountain Park for example. I mean, HELLO, I have spent 5 years running loops around that mountain and never once ventured onto the trail. Once I did, it was true love.
As far as trails go, I would imagine that the one at Stone Mountain might be a good one to try as your first. It is very well marked (although on the rocky sections it might take you a minute to locate the hash marks) and really how lost could you get knowing that the mountain has a road going all the way around it? It isn't like you are going to be lost in the wilderness for 40 days.
If you are new to trail running, I would probably get some trail running shoes. There tend to be a lot of up and down, climbing, crossing streams, etc. Trail running shoes will give you better grip but also you won't trash your regular running shoes. I use Inov-8 Trail shoes but there are a lot of brands out there.
You should know too that road running times do not equal trail running times. It may take me 45 minutes to run 5 miles, it takes me over an hour and some change to do 5 miles on the trail. There is something kind of freeing about it, just running out there in the woods. Kind of takes you back to being a kid again. Assuming you played in the woods a lot as a kid like I did... I also love that I am able to see sides of the park that I normally wouldn't see if I am just following the paved road.
Hope you all had a great weekend!