Congratulations for taking the leap.
I recommend pine shavings for the coop. Straw can get moldy which is bad for chickens and hay is even worse. Several respiratory diseases come from mold and fungus in chicken environments.
Any manufactured feed appropriate for the age (grower for young birds and layer for once you get the first egg) is the way for a beginner to start. I don't give chicks anything but feed till they're at least 10 weeks old but I do let them free range for greens and bugs as soon as they're willing to venture outside.
I feed oats for a treat in summer too. It doesn't have a cooling effect but it doesn't generate as much heat as corn or wheat. In the winter I mix wheat and Black Oil Sunflower seed for scratch.
Grains and treats should be limited to 5-10% of the diet or you may cut their protein intake too much. You can tweak treats as you learn more about nutrition.
Any time they get things other than feed, especially grains and seeds they either need grit or access to pasture with small stones to find their own.
Once they start laying (about 20 weeks) you should provide oyster shell free choice in a separate container for extra calcium when they feel the need.
So a couple small containers for grit and oyster shell will be helpful. I use small plastic pint containers that hang on the side of the pen.
I put straw down on the snow to protect their feet or they may not venture outside.
Ventilate, ventilate, ventilate. Many health problems can be avoided with good ventilation.
Get breeds appropriate for your climate and you don't have to worry about them being cold.
Chickens die from heat and bad air - not cold.
Plan on a second place to temporarily house chickens apart from the main coop. Occasionally it's necessary to separate a bird because of injury or illness. Eventually you'll also bring in new birds and they need to be quarantined.
A good book is a good accessory. I highly recommend
'The Chicken Health Handbook' by Gail Damerow. I got mine used on
Amazon. I find it indispensable.