X2 for everythign that Jaydog had to say, just adding that you can also buy your licenses (once you have your wildlife resources card) at Canadian Tire and some rural stores if there is no DNR closer to your house.
Deer: you can just buy a buck tag that is good throughout the province. You can also apply for a doe tag in one deer management zone (some have better odds of success than others). You can do this over the phone and they will direct-bill your phone bill (6$ to apply, no extra charge over and above the buck hunting permit if you get one). If you get the doe tag you can only shoot a doe IN THE ZONE WHERE YOU GOT THE TAG. You can shoot a buck anywhere, as long as you have not already shot a doe (only one deer per year, except around Lunenberg, where there is a special season but that's a whole other can of worms (it's a densely populated area, so hunting spots are not easy to find if you're not local).
Moose: by a draw system, by season and by zone in Cape Breton only. This is a looooooooong shot.
Bear: you hunt bear on a registered bear bait site. No draw, but you do need a license. 1 bear per year I think.
Coyote. The only license you need is a habitat stamp (provincial) - 5$ I think.
Rabbit. You can snare them with the habitat stamp only, but if you want to shoot them you also need a small game permit. The small game permit is also good for grouse, pheasant, waterfowl (see below) etc...
Waterfowl. In addition to your small game permit (provincial) you will need a migratory bird license (Federal). THIS one you get a the post office.
I know, it seems like a nightmare to navigate, but PLEASE don't give up on hunting because of paperwork. Once you get the wildlife card it will be an easy two-step process every year. Go to Canadian Tire and get your habitat stamp, small game, and deer/moose/bear if applicable. Easy. Then you go to the post-office and get your migratory bird. Seal them in a ziplock and carry them with you and you are DONE.
Welcome to hunting - it will change your life!
-DW