Like with any equipment its best to visit your local shop and speak to someone who is knowledgable about the gear. You can talk to them about the type of riding you like to do and what works best for you.
Boards:
Like skis they all have different, heights, widths, side cut radius, camber, and flex ratings. If you know a bit about skis vs your skill level you can transition that information to a snowboard. Make sure you pay attention to your boot size when looking at board widths. You want your toes and heels to hang over just a tiny bit. If you have a size 9 boot or smaller you can get a normal width snowboard. 10 or larger you need to look for boards that are labeled as midwide. 12 or larger you need to look for wide boards.
Boots:
Same stuff as ski boots. You want to get a flex that works with your skill level and style of riding. Some snowboard boots will pack out more than others so before you purchase make sure to do your research. I usually buy my snowboard boots a size smaller than my shoe size. It's uncomfortable for the first week but once they pack out its good to go. You don't want a boot that fits perfectly out of the box. After a week or so they will be too big and your feet will slide around.
Bindings:
Similar to boots. get a pair that fits your boots well and is geared towards the type of riding you like to do.
For all your equipment a good rule of thumb is if you like to do a lot more jib/buttery style of riding you will want softer equipment. If you like to go fast and charge then get stiffer stuff. Once you've narrowed down the type of riding you generally do and your skill level you can start to hone in on some more specific gear options.
If you have any more questions feel free to PM me.