There's really no 'Intro to VBA' in the online help, but there's plenty of books available that have a good overview of programming and using VBA to 'drive' Excel.
One way to get you started:
Option Explicit
Sub FindReplace()
Dim vAbbr As Variant, vStates As Variant
vStates = Array("GA", "FL", "AL") ' etc.
For Each vAbbr In vStates
Call ActiveSheet.UsedRange.Replace(vAbbr, "South", xlPart, , , vbTextCompare)
' Call ActiveSheet.UsedRange.Replace(vAbbr, "South", xlWhole, , , vbTextCompare) ' entire cell
Next vAbbr
End Sub
Paul