Yup no problem at all.
Most modern (new bought) shotguns come with threads at the muzzle end of the shotgun. My gun is an older model mossy 500 that is fixed full and therefore no threads are on the muzzle to allow for choke tubes to be threaded into it. Adjustable muzzles allows the use of adjustable choke tubes that screw into the muzzle. What the choke does is allow for a tighter or looser pattern of pellets as they come out of the barrel. The gun without any chokes installed is called "cylinder bore" which is basically wide open and spreads the shot out a lot. "improved cylinder" "modified improved" and "full" are some chokes that can be installed and those are going from most open to most restricted. Most trap shooters would consider full choke to be a bit tight for trap shooting as the shot does not spread out much making the shooter have to be more "on target" to hit the clay. "Cylinder bore" would be considered by most as to open of a choke as it will spread the shot out quickly leaving "holes" in the pattern so that the shooter may actually be on target and miss the clay.
Tighter chokes can be purchased for hunting turkey such as "xtra full" and some even called "gobbler getters" as turkey hunters are going for the head of the turkey and want a very tight pattern.
So for a beginner trap shotgun if you can find an 870 Remington or 500 Mossberg (both pump action) with an adjustable choke on the muzzle you'll be good to go. ANd these guns can double up as pheasant season, turkey season, even deer season guns to fire slugs! I consider my mossy 500 a true swiss army knife of shotguns......I use it for all my hunting and trap shooting!
Here is some good reading for you on chokes:
http://www.cheaperthandirt.com/MediaPages/ArticleDetail.aspx?mediaid=20