The wetsuit should be snug everywhere without cutting off circulation. The PFD will float you in a more vertical position, which is helpful when water starting. Also, it provides insulation to will keep you warmer and body armour to protect you when you slam into your board. And most important, it will float you, should you get separated from your rig. The PFD should fit snugly.
Some people prefer to wear neoprene 'booties' when they sail, and others prefer to sail barefoot.
You can tell the latter because of the number of abrasions, lacerations, and plain old stubbed toes that they have. If your hands get sore, you might try a pair of sailing gloves. Don't forget sun protection. In general, the safest windsurfing is with the wind onshore or side onshore. Most beginners will have a tendency to be blown downwind.