Knowledge is portable, cheap to come by (internet and library) and can't be taken away from you. Read and practice, practice, practice.

Ask questions. Yes, there is such a thing as a dumb question, but the vast majority are not dumb.

Practice your skills. Experts practice a lot, how they got to be experts.

Buy good gear, when you can afford it. Style be darned, a 5 y/o jacket may be out of style, but if it keeps you warm and dry, who cares?

Did I say practice your skills?

A weekend update - Water bottle. Add a small bottle to your kits and you'll be happier, cleaner and more hydrated. Cheap and you'll save money not buying bottled.

Tiny flashlight.

Band-aids, roll of tape, safety pins

after 45 years of EDC'ing, i would agree with KenK that Doug's kit are the fastest & easiest & safest way to get started.

unless you already have definite ideas about what knife and 'light and water purifier to carry, his "Plus" kit is my first choice. if you already are covered in those areas, his standard kit is fine too.

Adventure Medical's Pocket Survival Pak Plus

http://www.adventuremedicalkits.com/product.php?product=233#

Start with that and add what you think you need. The size is right for EDC.

In the fall/winter: Go outside your home and into a cold, hard driving rain or snow, maybe into your unrunning car if you have one, the done the same in your home with the heat off, and think about what you wish you had with you to make things more comfortable.

...Get a jacket; put stuff in the pockets.
( what to put in? get a survival book or read here...)

PRACTICE, PRACTICE, PRACTICE! Don't just read and watch. Do and do again. Make these life saving skills habits that you can do reliably in all conditions.

...and to see how long a thing takes...and if your gear will hold up and...