Welcome - sounds like you're from the Cincinnati area; so am I. You'll love the Gorge - but there are a number of other nearby places in Ohio, Kentucky, and Indiana you'll also want to explore: Zaleski, Deam Wilderness, Mammoth Cave NP's backcountry, Vesuvius, sections of the Sheltowee Trace (which runs through the Gorge) and, up near Dayton, the Twin Valley Trail for those gear-and-training shakedowns.
Sounds like you're off to a good start on gear. MSR gear may not be the most cutting edge stuff available, but it's reasonably light, durable, and easy to use; they may not be the first to do something, but when they do it, they do it right. As far as water filters: check the MSR Miniworks and Hyperflow, and the Sawyer Squeeze filter.
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