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Welcome Flyguy83 to forums and welcome to fly fishing.   As a general rule for deciding on your leader and tippet you can use the divide by 4 rule.  Divide you hook fly size by 4, then that will give a good estimate on the leader you need.  IE a size 16 fly would need a 4x tippet.  Now that is just any easy way to figuring out the tippet you need.  But generally I stick with 5x-7x tippet for trout fishing and panfish, but will even put on 3x and 4x for trout streams if harder hooksets to pull fish from cover, so the more you get into fly fishing, the more you start to pick your leaders based on the conditions, just like like with spinning gear.  Obvisouly bigger tippet for bigger flies and bigger fish.

Check out the fly list page HERE.  This gives you a list of common flies and what you can use them for, but there are literally thousands of flies out there, these are just very common ones you should be able to find in any shop that has flies.  Fly boxes come is a big category as well, wooden or plastic or even just all foam ones...wallet type....foam inserts....magnetic..and list goes on and on.  The ones I use are the 3M C&F designs with foam inserts and micro slits.  They are tough and waterproof.  I would stay away from wood fly boxes, they are heavier, but nice to look at.  So it comes down to personal preference, you can even use just small Plano storage boxes.

I'm doing my first winter fly trip in January and I'm hearing small midges or going subsurface with nymphs.

Good luck out and let us know how your first goes.