Moonshine mash ingredients

I am starting to experiment with making my own wine and moonshine. Moonshine is a bit on the back burner but my questions are about the ingredients of the mash.
Is it possible to make a mash using just oatmeal oats say from walmart? Or do I need to get a grain from a farmers supply? What are the proper steps?

Private distillation is illegal in the US without a permit.  The focus of this forum is homebrewing beer and distillation is not a topic we discuss.

Denny is right.  You should go here:

http://homedistiller.org/forum/index.php?sid=87380cbb82bfd968073702cc50177a93

Dude try making a high alcohol wine than run it through your still that’s what I do and I turns out excellent