@jinxypop You have lots of advice in these posts, most of it pretty decent. I would also recommend going with at least one companion, preferably experienced, for your first forays.
Forget firearms. essentially, they are useless weight; bear spray is more effective if big bruins are an issue where you will be hiking. Same with the large, "Rambo" knives - just carry a 3-4 inch fixed blade or a Swiss Army knife.
More important is first aid training - at least advanced FA, or more, if you have time/money. I guarantee that at some point, you will be glad you gained the knowledge (not necessarily in an outdoor setting). Some sort of personal injury - twisted ankle or similar - is easily the most likely hazard one faces in an outdoor setting. A lot of injury scenarios involve dehydration as an accompanying factor, so stay well watered.
Whether solo or with companions, start out easy, with short, easy to reverse trips, and progress from there. Lots of good country and fine experiences to be had!