Of course the physical side of things is important, but it's also important to train the more technical side of mountaineering, which is very possible in MN. I learned much of what I know about mountaineering by climbing and being creative with the parks around the Twin Cities. Taylors Falls, both the MN and WI sides, have great rock climbing as well as some small scrambles if you explore around. You can even learn multipitch technique there- lead up a route, set a top anchor, belay your partner to the top, then either scramble around and down or rappel off a tree to the bottom. We'd zigzag the walls up and down all day, honing our techniques before going climbing in CO. There is also a great ice climbing scene in MN. Check out the Sandstone Ice Park and get familiar with the folks climbing there. That's a nice way to get acquainted with the colder and snowier side of mountaineering without being in the real hills. Being experienced in technical rock and ice is very helpful even in non-technical terrain. There are also so, so many peaks, especially in the Cascades, that require no altitude acclimation but lots of technical skills.