First off welcome to the community. Those links that have been listed above are great and I highly recommend them. I too am fairly new and still getting adjusted although I have already learned so much. Like everyone has said, take it slow and don't push yourself too hard. Get a good durable pair of running or basketball shoes, any pair should work fairly well. As far as clothing goes, dress for the weather (if you plan on rolling on concrete then where some thicker stuff). One more recommendation I have is to commit an entire training day/week to work on one technique. A good place to start is rolls since they will become vital in future training. After this you can try vaults...there are a lot so plan on taking awile to perfect each one. Although even after you feel like you have perfected it there is still many more ways to make it better or even edit it to fit your needs. I'm glad you're here and I hope you have a good time practicing the sport/art of Parkour.

Yes! Bengay, IcyHot, or any other sports cream/balm (I recommend the two I named. I have tried store brand and they suck the big one). Also, focus on your calcium and vitamin d! We (Americans) tend to ignore our minimal vitamin/mineral daily intake. If you are serious about parkour you should focus on bone and joint health, unless you want to suffer an injury that will take you out of training for a long period of time. Vitamin D, Calcium, and glucosamine.