As a FTnr you will need an address.....one that is recognized and accepted by State/Federal and many other businesses.
A mail forwarding service can provide that legal 'physical' address.
Then you have to decide which State you are going to call home (domicile).
Lots of things to consider when choosing that domicile state. Taxes, Insurance coverage (Medical/Vehicle), Estate/Probate, Residency Requirements, Pension etc.
You can set up your new address (mail forwarding) via Websites and then will need to go to that state and met the residency requirements---get new DL's/register vehicles......change your mailing address etc.
As for getting your mail.......
We would request to have our mail forwarded on such and such date via website to be sent to such and such address via USPS Priority Mail (always got our mail within 3 days after being sent).
Many CGs accept mail..........lots of Post Offices accept 'General Delivery' (some don't so you have to check first).
We cut way down on mail by using on-line banking with e-billing (paperless) auto pay/recurring payment. Made it so much easier/less hassles.
Good luck in your new adventure. Ours was GREAT