As a new camper, without any experience, the most important thing is to take it gradually.
@Weather Vane in his comment recommended a specific primer, and reading that or another primer is a good idea. My husband and I did not read a primer, but we went with experienced friends on our first trip, who advised us on sleeping bags and packs. They had a spare tent, which they loaned us. Clothing is pretty much common sense when you know the likely weather.
Based on that experience, we bought a small tent, a one-burner campstove, a guide book, some maps, a cooking pot, three Sierra cups, more comfortable boots, and freeze-dried food and took weekend trips. (This was in the California Sierra.) We never stayed in a campground, but did not travel far, and hiked on trails.
The second season, we felt comfortable taking a two week cross-country backpacking trip, which taught us a lot about equipment.
I can't go through all the steps we took in our education, but I hope this gives you an idea of how to start. Backpacking is an art and a science as is judging one's capabilities.
As for your specific question about a wood stove, take a one-burner gas stove but never light it inside the tent. Winter camping is a whole different level.
I just looked at your video, and although it looks like a lot of fun, and something to aspire to, you should not attempt such a trip except with experienced people, or until you know a lot about summer, late spring and early fall camping.