As Thunder Bow said, shamanism is not really something you can choose to do. You may want to interact with the spirits, but what do they think about it? World-wide it's quite uncommon, and circumpolar: Scandinavia, Central Asia, Japan, northern North America.
The Native American shamanism was the most "democratic", with most men achieving some spirit contacts via a vision quest. That involved fasting in a sacred place under the guidance of experts. Messing with spirits without such guidance may fall in the "don't try this at home" category. Certainly, if you live in the US there's evidence that some local spirits can take a dim view of Anglos:
http://www.paganachd.com/articles/killyouandeatyou.html