I'm new to the duvet world too! I grew up in a comforter-only family and didn't know how duvets/covers worked either.
I have this duvet from Amazon, I like it a lot! I second the IKEA suggestion for covers, they are cheap and they have zippers (instead of buttons) which I find much easier to use.
Also, when you're putting your duvet into the cover, try watching this video for a hack--it shows you an easier way to get the duvet inside the cover than shoving it in :)
Duvet:
I have this Duvet Set/Pillow covers in two colors. I have received quite a few compliments on how great they feel from overnight guests. Still holding up after about 2 years of use.
https://www.amazon.com/gp/product/B01BCP73L0/ref=oh_aui_detailpage_o00_s00?ie=UTF8&psc=1
Sheets:
I have one set of these and I'm a huge fan of them. They get softer after a few uses, but feel extremely solid. Thick. But they don't really make me sweat even during the summer. Like stated in the reviews, they do shrink quite a bit during the first washing.
https://www.amazon.com/gp/product/B01NCXHF0S/ref=oh_aui_detailpage_o00_s00?ie=UTF8&psc=1
Used this set in the past. They are ok but for the small price difference I would go with the other set. https://www.amazon.com/gp/product/B00Q7OE3VA/ref=oh_aui_detailpage_o02_s00?ie=UTF8&psc=1
Comforter:
As for something to put inside the cover, I've been pretty happy with this guy.
https://www.amazon.com/gp/product/B005TOVZSS/ref=oh_aui_detailpage_o02_s00?ie=UTF8&psc=1