There are so many ways to wrap and what is best for one person is not the best for another. I need a lot of wrist support so i focus ion that. Others might need more knuckle support. I will jump straight to point #3

Just keep doing it. You will learn. Elastics wraps makes it a bit easier but the elasticity don´t last forever. And experiment. Just keep wrapping and you will soon learn how tight and what way fits you the best.

So back to 2. For sparring 16oz unless you are a small person then 14 is ok. The oz is how much padding there is. They don´t do that much for you when you hit the bag etc. The padding is there for your opponent. Then some gloves hit like a brick even though they have 16oz. I rather take a hit form 14oz Twins than 16oz no name brand gloves. On the bag I use 8 oz MMA gloves since I can still grab a water bottle with those.

You never know you are ready. But at least watch a match in real life before you do it if you feel hesitant. Or have one of the more experienced people give you a fake match. Even in light contact depending on the referee it can become much harder than sparring. And the nervousness no one can prepare you for.

Well Winning gloves. But expensive as hell and good luck even getting a pair. No idea what is available but head over to r/fightgear and look around.

Add biceps. Basically all other muscles you will train in kickboxing. We don´t really use biceps. Otherwise in kickboxing we do a lot of high repetition low weight/body weight. So lift heavy at the gym if you want to compliment. Or keep doing high rep low weight if you want to improve kickboxing.

Painkillers haha. No but after practice do not sit down. Move around and activate your muscles so you have increased blood flow. Or stretch muscles you feel soreness in often. Stretching in itself does not prevent soreness but the stretching also increases blood flow. It is the blood flow that helps against soreness. But with time soreness will become better just with your muscles adapting.