After two full weekends of testing out different strollers (prams? lol), car seats and playpens, we have narrowed down our top choices. But we must have spent 3 hours in just ONE store playing with strollers. lol
Once you get going, it gets easier. Just make a list of items you need, maybe google some and see what people love/hate about them, then set out on your adventure to try some out. That's what we did.
For me, one of the main things (besides safety) that I looked for in the stroller and car seat was weight. I found a car seat that we LOVE and it weighs 9lbs. Not bad. But keep in mind you'll be adding a new born in there (and soon an older baby) and that thing gets heavy. So I wanted to make sure I could lift it with ease. We went with the Chicco Keyfit 30.
Same for the stroller. If I'm by myself, I'll have to lift that darn thing into my own car. lol We ended up going to a mid-weight stroller of 25lbs (Bob Revolution SE).
Just play with them. Break them down like you're going to fold it up and put it in your car. Test if you like the way it handles, etc. Same for the car seat - feel the fabric, the plastic, ease of taking the cover off to wash it. Just examine each piece to make sure its easy for you, and suits your needs.