I jumped straight in without any practice tours. I had a little background in car-camping, and had taken up cycling only a matter of months beforehand. I was on a budget, and cobbled together some cheap stuff and set forth on a cheap hybrid. It was ambitious, and I generally succeeded.
I've come a long way since then. And yes to the others, each tour is a learning experience. As a result, I think, as I mentioned in another thread, that my cycle touring has evolved from being Point A to Point B as the objective, to enjoying what is along the way.
Things I have learned:
1. Bulk is as much an issue as weight. It really is possible to do comfortable extended tours with two largish panniers, a tent, and a moderately sized handlebar bag.
2. Experiment. What works for someone else might not work for you. Having said that, get the best equipment you can afford, and look after it.
3. Don't be afraid to explore.
4. Don't overthink the issues, just go and do it!