I think your question is possibly a little bit broad for people to want to tackle. What you're talking about is a lot of different techniques that can't really be summarised easily in a forum like this. I would definitely say that youtube is amazing for learning these sorts of things. This example for instance:
wasn't shot on a greenscreen but does cover a lot of the techniques you would use to do what you want to do.
One thing I would say if you're just starting out is that a greenscreen can be tricky at first as it's highly reflective and tends to be very reactive to the light. It's probably not really necessary as you can just cut out the figure as shown in the above tutorial. I'd also say that the less you need to photoshop into your image the better. For instance if you can get an army costume from a costume shop then that is much better than manipulating a green outfit in photoshop into being one. For sure it's possible but you probably don't want to have to do that.