Marco, you don't say where you are from. That will determine where you can shop for shoes ;0).
In Canada MEC, Sail, La Cordée are well knwn stores. In the US there is of course REI. Salomon and Merrels are well know quality brands as is Keen (especially of you have a wider foot). Hoka One One is getting wuite a fan base now that it uses Vibram soles.
A heavy leather boot is not necessary, Gortex is something I look for some do not like as they find their feet sweat too much in it. My Salomon Ultra GTX2 have served me well, as have my Hokes, but later in the year because of the tiny holes in some of its materials.
http://www.altitude-sports.com/fr/salomon-x-ultra-2-gtx-femme-sal-371582-fr
Sleeping bag...I cannot stand feeling stuck, so I would never opt for a mummy style. Some choose a bag that opens flat like a quilt. A liner helps keep the bag clean, and adds warmth. If it get too warm, the lining can be used on its own.
Backpack in 40 liters is perfect, as long as it is light and fits you well. If in doubt, ask the store to show you how to fit it.
A must for me is spraying the outside of my back and sleeping bag with permethryn to keep bed bugs away. I also now prefer to use a Smartube for my water vs a Camelback type of reservoir. I also make sure I apply vaseline, Vick's Vapor Rub on my feet in the morning as well as antichaffing cream in groin area and other parts where rubbing may occur. I like to take my toilettries and meds in a hanging case that I hang from the top bunk for easy access and not having to keep digging in my back pack. Using small mesh nylon bags for packing items helps sort things out. For example, towel gets packed with laundry and shower items, and pm clothes get packed with pillow case, eye glass case and other items used after arriving to the albergue. Plastic grocery bags are not your friend as they make a lot of noise in the wee hiurs of the morning when others are still sleeping.