If you are starting from zero COBOL experience, a mainframe environment may be too big of a learning curve.
Maybe start small. There were COBOL implementations for pretty much every 8-bit computer in the 80's. Think Commodore 64, Apple ][, or whatever emulated environment works for you.
Because they were designed for complete beginners, they often came with very detailed, very easy to comprehend manuals. Many of which are available as PDFs online today. And there was no end of third-party books to help you along, which may be available from Biblio, or whatever your favorite used book source is.
Getting a feel for COBOL from these baby steps can help you decide if you want to advance into full big iron COBOL development.
This also applies to FORTRAN, APL, and other older languages.