Help with first minimal set-up

Recommendation for the gateway
http://things4u.github.io/HardwareGuide/Single-Channel-Gway/ESP-Gateway.html
or the Raspberry Pi based one described here:
http://forum.thethingsnetwork.org/t/single-channel-gateway

I have tested the ESP based gateway today, and it seems to work quite well. Not bad for a €15 gateway.

Recommendation for the node
http://forum.thethingsnetwork.org/t/how-to-build-your-first-ttn-node-arduino-rn2483

It is much easier to use a Microchip RN2483 or RN2903 which run the LoRaWan stack onboard. When using a HopeRF RFM95 or similar LoRa radio, you have to run the LoRaWan stack on your microcontroller. Timing is important, and the protocol stack uses quite a bit of program and normal memory, limiting any other use.

And to answer your questions

1. No, the HopeRF RFM95W is only a radio module. The RN2xx3 modules too.
2. You need to have another microcontroller, like an Arduino, to control them.
3. Arduino + RN2903 is likely your best option.

For a single channel gateway you can use a HopeRF radio. But it is much better to use an actual gateway board (ex http://forum.thethingsnetwork.org/t/raspberry-pi-lorawan-gateway-board/1071). A HopeRF and other radio modules can only listen on one channel and one data rate at a time. The gateway boards can listen on 8 channels and all data rates at the same time.