@Francesca Cècè , hi and welcome to the forum.
My suggestions, for starters, are:
1. How should I train to be prepared for the cammino?
Walk, walk, walk. With your pack full with what you plan to take with you. Pack lists are another art form and you will see a guide under Resources.
In your training walks I suggest you aim to build stamina (walking for say three hours without stopping except for loo breaks) and build up a tolerance for walking up hills. Having regard for the type of country in the first and last thirds of the
Camino Frances I suggest becoming comfortable with achieving an elevation of 700 metres in two hours as a regular part of your preparation. Of course you will need to build up to those levels and then maintain them.
You also need to find out if you prefer starting at sunrise, and so avoid the heat of the day, or whether you prefer later starts.
2. Which part of the cammino should I do as my first time?
This depends on your overall objective. I have met many, either walking alone or in groups of various sizes who walk for seven or fourteen days and return the next year to pick up where they finished this year.
Picking up that though I suggest starting at Saint-Jean and finishing at Burgos, about 12 days in most guides. Or stopping at Logrono (about 8 days) or a few villages afterwards. There are good bus/coach connections all along this part of the
Camino Frances.
3. Any tips any experts might have?
Be yourself, take time to smell the roses and see the places you pass through (natural and built), to have as many conversations with as many walkers as you can.
4. Do I need to plan out places to sleep at night?
Available accommodationalong the
Camino Frances is so varied I can only attempt a general answer. Others may be able to provide more specific help here. And the guide Miam Miam Dodo for the
Camino Frances can also be helpful as to when most accommodation will be open. It also depends on your own nature, expectations and budget.
Having said all of that, March is early in the season suggesting, for all types of accommodation that are open, you will not have too much trouble finding a bed as you arrive. And if your stamina is OK (see point 1 above) going to the next village/town will not be a problem.
I wish you well.
Kia kaha ( be brave/be strong)