RidinNoob, sad to say, but from where you are the closest good riding is Wisconsin. I ride northwest WI all the time, also the U.P.of MI (I have a place in Ironwood), central WI is supposed to have some awesome trails too. Heri is a link that might help.
Join a club. Washington/Ramsey County Wheelers (WRCW) is right in your area. You have to be an ATVAM member also. For $30 a year you will learn a lot about where to ride and meet lots of new friends. Go to ATVAM.org and check out the club links. There are LOTS of great trails in Minnesota and Wisconsin within a couple hours drive, and joining a club is the best way of finding them plus ATVAM has a paid lobbyist that works at our state capitol and an attorney to help us keep our privelage to ride.
I am from the Rochester area and agree with others, sadly there is no riding in SE MN.
This summer I took a trip to the UP Michigan, it was all right but the best idea is South Dakota.
The Black Hills of South Dakota is about 10hrs from St. Paul but well worth the effort. Just get to I90 and go all the way to the hills. They have all riding conditions from fire roads and gravel to rocks, to sand and water. I have been coming out here 2 times a year for over 5 yrs and have not yet gotten sick of it.
Now after moving to Spearfish(on the foot of the Black Hills) I still enjoy the area and all of the riding. The nice difference from MN is that here atv riders are not considered criminals. If you hit a road and run into the DNR they will wave or stop and say hi. Also the forest service offers a great map for a fair price with miles of trails.
Make sure that you have your DNR sticker (From your home state is fine) and the fuzz will greet you with a wave and a smile.