I learned in Ellenville, but it will be a haul for you down in So. Jersey. Check the USHGA Site, they do it by region. I heard there was some dunes flying down in your area, and there are those guys who posted here about that training hill that was threatened in PA. Unfortunately, Ellenville may be your only choice for formal training, as I was learning with a couple who came up from VA to get rated.
Ellenville is located on Rt. 209. East Coast Paragliders site is
http://www.flightschool.net/. Ask for Lars or Judy, tell them Paul (the Mystery Machine Guy) sent you.
You also might know that it is technically illegal to fly in NJ on state land, though though I hear that guys do .....officer...