I would like to start a non-profit organization-a working ranch for overweight kids. Are there grants out there for this type of thing, and what is my first step?

Yes, there are grants for that. Childhood obesity is a targeted topic for grantmakers right now.

However, your first step is to secure your 501c(3) nonprofit status, or find a good fiscal sponsor. The vast majority of foundations will only grant funds to a nonprofit or fiscal sponsorship arrangement.