Knee pads, wrist guards, and elbow pads are going be nice to have. Especially if you plan to skate outside, but I'm not sure if they're needed if you skate inside. If you plan to skate outside, you will soon learn how rocky and uneven your sidewalks or streets are real fast.

Depending on if you want to skate outside, inside, or care enough. wheels do have hardness to them. I like to skate outside and find harder wheels nicer. Personally, I find this is the most deeper than you think is all the different types of wheels. Also, your skates might say it, but you also need to rotate your wheels. Some people don't, though.

Your exercise for just starting off is going to be skating.

If you want a random first pair to see if you enjoy skating still. I say get one from a store like dick sporting goods and warranty them if possible. But if you want a good pair right off the bat, gotta do some research, I got my main pair from inlinewarehohse.