Ar15- great versatile centerfire gun. Plenty of ammo to feed it with and also plenty of different bullets for different game. From prairie dogs to deer. You need to know bullet types for different applications. Lead free ammo, different weights and design of bullets, etc, come into play.
Plinking ammo (55gr FMJ) is for plinking only. You can use to break in the barrel, to get your rifle/scope on paper target, and for general rambo style fun.
The expensive rounds are for your accurate hunting rounds. They will impact differently from your plinking ammo, so you will have to set your scope to this ammo. Once again, you may shoot 45 gr varmint exploders, or 77 gr single load cartridge and they will hit differently.
My point is you will need to shoot it and shoot a lot to get proficient with it...which is the fun part. So you need a shooting range. Like said above, BLM is good to go as long as you are doing it in a safe manner. Have back stop for your bullet to hit, and no off roaders to pass through your bullet path (more of a challenge when you extend your range). National forest land is no target shooting unless it is a specified target shooting area. Invest in ar500 steel targets. They are fun to shoot at...repeatedly.
I shot my first deer with an ar15. I limited myself to 200 yards but was proficient with it to 500. Shooting prairie dogs however, I was doing 500 yards. I don't care about wounding a prairie dog but I care about wounding a big game animal. That is where your hunter ethics come to play. Only you can answer "what is your effective range". That said, go have fun hunting rabbits and coyotes. That will teach you skills of sitting still, and stalking.
Another plus...you would be ready for the zombie craze soon to come. Be sure to have the correct ammo for that.