Stay warm. Things will rarely go as planned. That doesn't mean it won't be a great experience. Don't have deadlines, or specific expectations. The north is not a fun place to be if you're freecamping in the winter. Bus and train stations (specifically greyhound and Amtrak) are good places to sleep with security where you won't be bothered, and they're EVERYWHERE. I've slept in churches, parking lots, on-ramp islands, etc. You'll usually be fine, just try not to be seen. Check departure times in case a guard asks you when your train/bus is leaving. A 4/5 season sleeping bag/tent are always nice to have. Tents are bulky, hammocks require something to suspend them from, tarps require a bit of time, and bivys are hard to get in/out of when it's raining. I won't get into the tent/tarp/hammock/bivy debate though. Make sure you have a rain cover for your backpack or similar and plastic bags to put important things in just in case they get wet.
Know how to build a fire, be prepared for unexpected heat and cold. Pack light, but not dangerously so. Know what is a necessity and what is a luxury. Make sure your bag fits properly. MAKE SURE YOUR BAG FITS PROPERLY. Don't ever use the excuse 'I deserve a treat' to splurge; that's the best way to run out of money quickly. You don't need to eat out at all. Its far cheaper to get food at grocery stores and cook it on a fire. For this you'd ideally want some kind of an ultralight stove and a mess kit. The fuel gets expensive though, cooking on a fire is free. Don't cook on flames, wait until they go down. Know how to make a Dakota hole. Potatoes, rice, noodles, and vegetables are all ways to eat healthy and tasty with spices and sauces. Dumpsters! Places like Starbucks will dispose of food that expired that day, still in its packaging. Do wash your hands though. Grocery stores also dispose of a lot of fruits and vegetables that are perfectly ripe for eating but too ripe to sell. Be careful with unpackaged dumpster food. No meat.