Well, I not biased, except when it comes to gear/brands I can depend on (35+ years of experience here, soloist/survivalist, land and sea).
First, decide what kind of hiker you are; day hiker, distance hiker, wilderness hiker (if you're a beginner, you're NOT a bushwhacker or soloist!). I presume you want to be a wilderness hiker (for now, you are NOT ready to solo!!)
If you're talking about "ground up" gear, ALWAYS start with your [clothing] layers!! Your clothes are your first, last, BEST protection against exposure, in a survival situation, they are ALSO your shelter.
Buy the best layers (underwear, base, thermal, rain) you can afford. But but SEASON SPECIFIC, meaning the layers you use for summer are not necessarily the same for winter. The main differences being your winter clothes should be bulkier and have a slightly looser fit. With this set, you should be able to wear ALL your layers at once, so buy your base layers first and bring them to the store (and WEAR them) when you're ready to buy your thermal and rain layers.
Summer layers are lighter and can be more fitted, but should dry quickly. No need to be able to wear all your summer layers, unless it gets cold at night.
Next is your sleep system, starting with your sleeping PAD. Whether you're just trying to be comfortable, or you need to survive, you MUST get off the ground! Again, buy the best, highest rated (R-value) pad you can afford!! THEN you can buy your sleeping bag/quilt.
NOW you're ready to buy your shelter system. Starting with your bag/quilt, and including your shelter, pack, etc., your choices become more your own. These items depend on your own preferences, taste, style, and so on. Before you even THINK about shopping, KNOW what your needs and standards are!
For example, I'm a wilderness hiker, I often go into the backcountry for weeks at a time, solo, so I demand dependability above all other considerations. However, good gear costs good money! That's not to say you can't can't have a good time with cheap c***p from the dollar store, just that good gear costs good money!! It’s not that I mind spending money, but I DO mind wasting money. So, buy once, cry once!!! (of course, REI does have a great return policy 🙂 ).
But "things" are absolutely NOT the key to being safe or having fun, those things come from KNOWING WHAT YOU'RE DOING!!! Get experienced!! Don't do ANYTHING that's above your skill level and always go with at least one other person (preferably two).