How to create a rule/if pick= then show?

I have no experience in scripting. I am trying to understand the help files in deluge but don't know how to create a rule.

I have a list of all the US states created in a drop-down field . I want to create a script/rule so that if a user picks for example: Ohio, another drop-down appears and they can pick their City in Ohio. I have all the cities in each US state.

Is it possible to do this? So if a User Picks Ohio, they are shown only the cities in Ohio? The next user might Pick California, and they would only see a drop down of Cities in California?

Thank you for your time.