Stephanie, yes you bring your own tent, your own food, your own water, and anything else you need or want for the whole week. The only supply available at the Festival is ice (frozen water) in cubes (for drinks) and blocks (for food and beverage storage). And there is one location where you can buy coffee. (And many where you can get coffee free.)
That said, if you coordinate with other people, then somebody with a truck might haul all the water for the group, and you in your 1958 Volkswagen might be relieved of that burden. Such arrangements are entirely up to the individuals.
You do not need to join a Theme Camp. I estimate that only a small percentage of participants belong to a Theme Camp. Theme Camps are well-organized groups that apply to the event organizers for a reserved space. That's the main difference. On your own, you simply camp any place that is not reserved. Look on the main web site and find a map from a previous year. The reserved areas are marked, so you can get a good idea.
Someone else told me she went to Burning Man as a way to expand her "comfort zone". Sounds like this applies to you also. Well, she loved it, and odds are you'll survive too.
And keep asking questions.
but I am ready to start preparing for next year. 
I have a couple ideas and things i want to do and things I want to particpate in. I have been looking at all the wonderful things on this page, and it seems like there is not only a lot going on, but it seems a tad overwhelming. Not really sure where to start. Thanks for listening if any burners are out there 
