Welcome aboard!
The best way to learn to 4WD is to do a basic preparation of your car and then start small with someone that knows what they're doing. Do some different kinds of things and see what you like most.
Basic preparation:
* Some form of off-road tyre. I use BFG All-Terrains, good service life on the road (65,000km) and they do reasonably in the loose stuff. You might consider mud-terrain but be aware that they're noisier and have a shorter lifespan (faster wear, typically).
* Recovery points. I have a steel bullbar with winch up front = recovery point. I have a tow hitch + shackle block in the rear = recovery point. If you don't want either of those, get some properly-rated recovery hooks and mount them on BOTH chassis rails where and use an equalisation strap.
* Some basic recovery gear. The equalisation strap as mentioned. A winch extension, perhaps a snatch strap and a handful of 4.5T+ bow shackles - even if you don't have a winch - because using YOUR gear to recover YOUR vehicle is "the right thing".
* Tyre deflators and a really good compressor for sand work.
The above things will all be useful no matter which way you jump afterwards. You might like mud crawling = much larger tyres with aggressive treads and enough lift to keep the chassis high out of the muck. Water crossings = nicely sealed snorkel, wading bra to keep debris from hitting your radiator or pushing the radiator into the cooling fan. Rock climbing = AT tyres, big ground clearance, body lift (for departure angle improvement). For sand/beach work you want AT or HT tyres, wider tread, compressor on board, MaxTraxx strapped to the roof bars, maybe an alloy bar up front and a near-empty tub (lighter the better).
I'm sure some others will chip in with some tips for preparing for different terrains as well, but until you've had a gentle go at them all, you won't know which way you'll want to play. My own setup is more for towing, but we took her off-road a few times, did a few river crossings, water over the bonnet, climbed up and down some mountains and did it all on ATs. Our favourite is the outback.