Try Bear lodge in the bighorns.
http://www.bearlodgeresort.com/I've been there a couple times. Easy to get to, gas, sleds, rooms.
Cooke is a little extreem for a first time out. Cooke is mostly backcountry riding.
The horns have a lot more trails (if need be) plus more open areas to play in.
I've been to cooke, the sierra madre's, and the big horns. To me the horns is a easier start. don't get me wrong cooke is great, great people, service ect.. but if you go you'll need to drive all the way around through yellowstone to get there. most people bring sleds and drive the 10 miles from the 212 parking lot.
good luck, you have fun regardless of which you pick.
BTI