if its mx you want to get into then yeah a 125 2 stroke or a 250f fourstroke is more than adequate do be fooled by the low cc these things rocket !!! if you are gonna go 250f the yamaha yzf is a safe bet.
i raced mx for near on 20 yrs and yams get my vote every time
2 stroke wise the cr 125 is a great bike honda built quality not the fastest out the crate but you wont be interested in that starting off anyways.
as for gear as you know from road riding dont scrimp on the essentials ie helmet,boots and body armour the rest top and bottoms and gloves dont matter as much.
thor kit is very robust fox kit in my opnion is shite doesnt last 5mins
depending where you are in the country there are plenty practice tracks around
but be warned its highly addictive
and yeah your gonna fall off a lot at the start its all part of it
have fun