My son also learned how to ski at 5! Your child will love it!
We've never been skiing in NM but CO has some great resorts - Breckenridge, Crested Butte, Winterpark...as far as I know the first 2 have ski school (3+ yrs) but not sure about Winterpark because I went there before I had kids.
They will stick your your kid on ski's without poles and let them get used to just being on the skies. They'll work on pie stopping (pointing them together) as well as the proper way to fall. Crested Butte has a little hand lift that will pull the kids to a small hill and the kids go up and down that. I want to say by the 2nd or 3rd day, the kids are going down a very easy blue slope. At least my son ____@____.com fun. I'm jealous! We love skiing and we love CO.