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I’d add a few more suggestions to the other excellent ones provided:
First, start with a few day trips. Go somewhere you can walk into, have a lunch, and walk out. First time you do it, the only things you need are serviceable shoes, layered clothing, a backpack to carry your lunch (and any layers you take off) and some water, and a survival kit (just in case things don’t go as expected).
What’s in a survival kit?
What I pack in mine is:
That kit should all fit inside the first aid kit, and the first aid kit should be small enough to clip on your belt or go in a standard backpack.
So after you’ve gone on a few daytrips, you’ll want to get overnight equipment, which adds a few things: a tent, a sleeping mat, a properly rated sleeping bag (err on colder ratings, just in case), a cookstove of some sort and a proper pair of hiking boots.
If you can, test the tent out in-store before you buy it to make sure it’s the right size for you. Next, set it up when you get home a few times, to make sure you understand how it works and there are no surprises. If you’ve got a back yard, set it up there overnight and sleep in it with your sleeping mat and bag. Do this on a dry night, but then do it on a rainy night as well. Figure out how to use the fly and ground sheet so you don’t get water coming in. Also figure out where you’ll put your wet and dirty pack if you have to set up camp in the rain.
Next step is to pack for an overnight with all your existing gear and do the day trip you did above with full kit. This will help you figure out if anything needs to be adjusted, and to sort out the best way to pack everything. Do this once in dodgy weather, and you’ll get another perspective on how your gear works.
Finally, you’re ready for a basic overnight. By this point you should be very familiar with all your equipment, how much weight you’re comfortable carrying, and how to set up and take down camp.
Last word of advice is: always go with someone else, and always leave behind an itinerary so others know where you plan to be. This is of significant help to search and rescue workers should you end up getting lost or injured.
Thank you.
Some points here that I haven’t seen mentioned in the thread thus far, for instance I had never heard of a signal mirror.
I remembered something else I take that I’d totally forgotten that a few others mentioned: a compass.
I used to also take a topographical map of the area, but these days I tend to depend on my watch (which can drop waypoints and a breadcrumb map) and my phone. But I keep a compass in my survival pack.
Why? Because worst-case scenario is that the batteries in your electronics die. A compass will always work.
The compass doesn’t have to be for finding your way on a map — when you reach the trailhead, turn around and try to find something you’ll be able to see from a distance. Take a compass reading to see what direction it’s in. Then do the same if you ever leave the trail and when setting up camp. This will help you figure out the relative orientation of the land, so if you end up lost, you can pull out the compass and use it to find your way back, even if you can’t see the landmark, instead of wandering in circles.
Useful to practice with it somewhere familiar before using it in the wild too.