I would highly recommend you not proceed with teaching yourself. As many people on here have already stated, doing so will most likely result in picking up bad habits and improper form and it will most likely be detrimental down the line.
Something as simple as correct stance is crucial, and using it incorrectly will definitely follow through to the rest of your training and hinder your performance.
A teacher who's knowledgeable is absolutely necessary, and will guide you through everything from how to wrap your hands, holding the Thai pads to stances and how to protect your face and hip movement in attacks.
Im not sure of facilities where you are, but I know a lot of places typically offer free -trial lessons/classes if you're completely new and want to see how the classes are. A lot of places usually offer different types of payment options too (though most around here any way you do it, it comes out to around $1000 regardless- not cheap
)
Also sparring is an absolute must. Practicing with pads, and then against an opponent hones skills and adapts your body to " rounds". Shadow-boxing can only go so far...
Cardio-wise, there are TONS of resources available. Check out bodybuilding.com's conditioning section (especially the one under the misc./mma board. You'll find a lot of stuff geared towards exersises aimed at the mma fighter. ) You're guaranteed to find different methods to get what you're looking for.
Also, if you check out YouTube, you can find videos of "All Access". Even for me, I check it out to learn other ways professional fighters train to hone their bodies.
I would recommend you practise getting your body used to a lot of cardio. Mix up daily runs (2-5km) with sprints in between (20-30 sec.), a lot of skipping, and stuff like that. Try not to give yourself ample time to catch your breath until you're done, or if you REALLY need it, but always try to push yourself.
There are a couple things you can try to do to increase conditioning on your own a little bit.
For your neck, which you NEED to properly develop to gain strength for clinching, you can try neck rolls (which i know a lot of mma guys like lesnar and rutten do). I would advise looking on youtube for this one, to get a good visual of proper stance, and what EXACTLY you need to do. Otherwise you can seriously hurt yourself. I cannot stress that last part.
The other one is tying a weight on a rope, tying the rope on your forehead, and tilting your head forwards and backwards (so you basically look up to the ceiling, and down to the floor and repeat) with the rope in front of you. Your spine needs to be properly aligned straight as should your neck, you should be sitting, and your arms should be behind your back (your shoulder blades touching). Remember to start off with a small weight at first (ie. 5 lb) and work your way up very slowly
There are simple ways to condition your shins, but the best and most effective ways require a partner, and proper know-how on how to perform the different kicks.
