1. Choose the best Bolt Action Rifle/Caliber for the hunting application you will be doing mostly . Consider the game you will hunt each year , the range and the terrain, not just the rifle you can afford when you 18 or 19 years old . If it means saving up an extra year or two or three, do it. If , and when ,you need a big Magnum for Brown Bear on Kodiak Island, or the Cape Buffalo you would love to take, then that's another rifle.
2. Most modern Bolt Action Rifle's are made with suitable accuracy for hunting application, ( 1 1/2 " to 1 inch Groups are common ) but most can be enhanced by having the best Gunsmith you can find Bed the action ; do a trigger job and perhaps recrown the barrel. Consider having those things done, if you feel its needed.
3. Buy the best Scope , Rings and Bases you can afford.
4. Learn to hand load from Bench Rest Shooters . You can lean a lot by asking questions , and really listening to the answers. Scrounging up discarded cases at the range, and buying the cheapest bullets you can find , usually does not lead to accurate ,enjoyable shooting.
5. Go to the range as much as you can and Shoot, and date and save your targets , and shoot some more. Get really Good with your Rifles. Go to the range when its cold; go to the range when its raining ; Go to the range alone and really focus on your shooting skills and groups. Keep careful notes of all your handloads, or factory loads.
6. Remember , its a hobby. Have Fun with it.