There are documents that normally third parties will ask you about your 'status'If you work with a property management company, theoretically, they are suppose to withhold money on your behalf which trigues you having to file a return.You may be required to file a 1040NR which is different than the 1040 form that Citizens / Residents file.

Outside of that, you can easily be duped by Google or local property managers.

Buying out of state can seem a little out of your comfort zone at first until you see it can be managed.

You still have utilities, HOA, replacements, sundries, pool cleaning, property management etc. 

(Search for the Due on Sale clause in a mortgage and you'll see plenty of threads and opinions on that but it is very common practice).I would focus 99% of your time on finding the right area and property, as well as team - agent, Property Manager (@Stephen Glover is a very good start on this one btw), banker, Contractor, etc.

Would you still be living in the area and managing it yourself?

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I would use your VA benefits, like @Jason Wray said, but use it for rental property purchase that you can learn to manage.

I had breakfast with another property manager, and we got to talking about the business. 

I didn't raise the rent after the first year as suggested by my property manager, who doesn't raise the rent on his great tenants.