The first thing is to figure out what you want to play. That's what you want to play. There are games that deal with H.P. Lovecraft's novels, Michael Moorcock's novels, the middle-earth of J.R.R. Tolkien, among many others. Next, find a store that sells role-playing games. Ask if they know of any groups that are already playing that type of game.
Many stores keep a list or bulletin board of gamers looking for new gamers.
Chances are the store people will be able to help you find just what you're looking for. Your biggest problem will be breaking out of the straightjacket that games like Parcheesi, Chess, and Poker have put you in. There are no 'moves' in role-playing games, nor are you confined to any specific actions. You make choices for your character as creatively as if you were writing a book. You don't need to be worried about whether or not you are 'allowed' to do something.