I'd like to try myself in farming.
Is this grammatically correct? I want to express that I never have done farming before and wish to begin doing it.
To try oneself normally means to do something for the challenge, for how that tests ones mettle and you learn from the experience. That seems to go a bit beyond what you describe in the question.
There's an idiom "to try one's hand at", that would be appropriate here:
It means exactly what you describe in your question - you haven't done it before, and you like to try and see how you fared.