I would get a tether switch, especially if you are a beginner and riding in an open area like the dunes. If you happen to fall off, this will automatically shut the bike off, so you don't have to chase after it once you make sure you are okay. Other than that, tires as mentioned above, the GBC has the same mold as MAXIS, which is what I use racing. Not sure what you can get for the stock rims as I changed mine out right away. You may need a flag for the dunes, not sure the requirements where you are. I'd also recommend a different rear bumper, like the PRM Desert Bumper 2, where it has a lower hand hold and an upper one, that way when you bury it in the sand and have to pick up on it, it will make it easier for you. The exhaust, shocks and other accessories (BIG 3, sway bar, lights) are all pretty much preference. For the BIG 3 (exhaust, filter and programmer) it will give it a little more pep. Something you shouldn't have to worry about being very new to the sport. I have a few friends that are still all stock and are nervous to open it up, which is no big deal. You have to respect it.
As far as riding videos and techniques, not sure how to help you there. I think I have a few old VHS videos from Honda that goes over the safety of machines, which is all basic stuff. Everytime before you ride you should check your tire pressure, chain, brakes, stuff like that, along with engine oil and obviously fill it up with gas. Also, make sure you clean the air filter all the time, check it everytime you ride. That may be a good suggestion, get a prefilter for your air filter, run a foam filter because you are in the dunes. The prefilter will help keep the regular filter cleaner, longer.
I'd search for ATV safety videos on youtube. Also, if you don't have any friends that are into this, see if there is a local group out where you live that ride. If so, try to become a member. One, they can show you somethings for riding, two, it is always better to ride with somebody, even if there riding potential is way different than yours.
Good luck with it, and hope you get many great memories.
2008 700xx; Power Bomb header with power core 4 exhaust, Power Programmer III, pro armor nerfs, prm products control front and rear bumpers and full skid, 10" ITP rears, ITP Baja's fronts, RZR 2's all the way around, Uni filter, 13t sprocket, CCP steering Damper, DS450 shock swap, Dual Gasser Throttle, bar risers and Moose barkBusters. 730XX kit plus other engine mods!