[SumAznGuy]

Let's start bottom up.
Typically, ice hockey skates are 1 size smaller than your street shoes, but with CCM's they tend to be 1 1/2 size smaller than your street shoes.
When you wear the skates to test fit them, tie them up tight and walk around the store for five minutes. Give them time to loosen up a bit.
Depending on the brand/model, some boots have a higher arch than others. If you have wide feet, ask to try on the wider boot version of the skates.
When you are walking around, if your heels move around in the boot, that is a bad thing. If your toes touch the tips of the boot, that too is bad.
Remember, do not look at price only for skates (ie. buying a size too big or a size too small because they are on sale)

Shin pads are measured in inches. Some of the common sizes are 14 inchs and longer, and different models will be wider/narrower than others. The proper length for you will depend on you whether you slide the skate tongue under the shin pad, or roll them down and wear the shin pads just over the skates.

Pants are similar to regular pants. You have small, med, lge, and xlge waist. Different brands/models offer different amounts of protection for different players.

Elbow pads come in med, lge etc... Different models/brands offer different amounts of protection. Some are the basic ones that only cover the elbow with foam padding and might have some hard plastic like roller blade elbow pads. Some of the higher end pads are long and cover part of the arm and forearm, and have more hard plastic. The elbow pads protect the parts of the arm that the shoulder pads and gloves do not cover.

Shoulder pads vary in model/brands again. As a forward, you might want something that gives you more flexability. As a D-man, you want something that is a little longer and has a bit more padding as you will be blocking more pucks than a forward. Some models look like foot ball pads or those shoulder pads minus the spikes from the Legion of Doom back in the 90's. Do not mistaken football shoulder pads for hockey shoulder pads and the padding is in different areas.

Gloves range in different sizes and lengths. Forwards like to use shorter cuffed gloves to allow better mobility to stick handle. D-men use gloves with longer cuffs for more protection. Gloves should be a little loose on your hands.

Sticks come in different lengths/sizes/stiffness. There are junior sized sticks (for kids) intermediate (for younger teens) and senior sizes (for adults) with varying stiffness. All sticks can be cut or have some length added via butt-ends. When picking out the right stiffness, think of a bow. The more you can flex it, the more "snap" you get out of it and the more power there is in the shot. How much bend you get into the stick has to do with your body mass. Also, how tall you are will affect the amount of bend you can get into the stick based on leverage. Also, forwards tend to use rounded blades where as d-men use blades that are more square.
Depending on your style, you need to find out which lie/curve you like.
Player sticks usually are between 4-8 for lie. 4 means you need to play more like Gretzkey where you play with your waist bent. 8 means you play more upright.
Different players use different types of curves. So with the same model of stick, you have different players names stamped on the stick. ie Naslund. Koivu, Jagr, iginla etc. Some have more curve, some have more twist in the blade, etc. As a beginner, I would recommend something with a little less curve and not so agressive lie. Imagine using a #4 lie but you play pretty much standing up. Expect the puck to go under the heel of your stick.

Jersery's are cut a little bigger, but you need to try them on with your shoulder pads on. You want the jersey to be a little bigger so you have more mobility. I am an lge/XL, but I wear an XL jersey without should pads and at times I find different brands to be a little on the tight side.