As far as naturally "occurirng gold" yeah not so much. Don't get me wrong some people have been known to "gold mine" (better known as "panning" for gold) in rivers and river mouths in the mountains (I've heard NC is popular for this) but fidning the "big nugget" is not very realistic unless you have means to get to places people have never gotten to before.
Gold does naturally form however it's a fine mix of minerals and genrally is "speckled" gold or flecks. These pieces of "gold" are not worth much as it would be necessary to have thousnads of "flecks" to make anything worth mentioning.
If your in it for the sport (yes this is a sport) do your research online. Look around for places that are considered "historic". Make sure to ask permission to detect on the land if owned and focus on rare, old coins, jewelry etc.
It can be fun but takes alot of research and there is a learning curve with any machine.
If you do happen to find something come back and tell me please :).