Go on line or get a paper copy of the Colorado hunting regulations and read it cover to cover. Then go back and read it again. Under stand the four point rule and proof of sex rule. Also the residency requirements and documentation required to prove you are a resident.
Understand the trespassing rules. In the East the landowner is usually required to post, fence or paint mark their property to keep trespassers off. This isn't the case in most of the West. It's the hunter's responsibility to know if they are on private property. Although there are plenty of places in Colorado where you could walk all day from the trail-head and not be off the National Forest.
Try to get a friend to go with you. An elk on the ground three miles from the trail-head is a task for even experienced hunters.
Leave your tree stand home, elk hunting usually isn't tree stand hunting. In September archery hunting is usually calling and/or stalking, although there are many different opinions on how much to call.
Many areas of Colorado have OTC archery elk licenses. You can buy them at Walmart.
Get out before the season and try to learn the lay of the land and find some elk sign.
Good luck, but I expect it will be an enjoyable experience even if you don't kill an elk.