As part of the Mining skill is Smelting skill, at the lower levels you can use that to improve your mining skill. Once you get to 125, your into the Iron range and can start mining those.
Although you need to train in the smelting arts to smelt, once you get to an ore nodes level you can start mining it. Eg if you were 124 mining and found say a silver node that got your skill to 125, and you then found an Iron node a moment later, you could mine the Iron node, no further training required.
You would need to train in Iron smelting though. After I think Gold, smelting will train as grey so you can no longer use smelting to increase Mining. Not sure of the level, but at some stage Smelting will no longer be able to help with mining skill ups.
This shows the mining level required for each node type:
http://www.worldofwarcraft.com/info/professions/mining.shtml
And this is a beginners guide to Mining, aimed at Lv 60 starting mining:
http://www.dreadlords.net/60miner.shtml
Hope this hellped