Sweet. 👍 Get out there and do it. It's a great experience and always makes you appreciate the small comforts of home when you get back. 
Have fun!

Well, I'd like to keep the costs low, that's why I'm opting for solid gear :D

Fabs

I would research some of the hut routes in the Alpes. At least get comfortable with hiking in big mountains on well known and popular trails. My understanding with lots of the hut trips is you can pack super light because you can stay and eat at all the various alpine lodgings. From there you just start doing more and more solo adventures as your experience grows. 

Ice9

Ask_SN

What are some difficult things one could do to challenge themselves outdoors?

Yeah, there are many awesome trails, too! 

However, i'm still a very bloody beginner and would like to start small in my home country :D

I'd only do those longer trails with at least one other person though, maybe i'll find someone around my place.