Building an location that is off the grid but functional requires minimal to complex preparation depending upon the intent of the location. It could be built as a weekend camping getaway or a self-sufficient homestead. Vary your plan based on your needs. Below are some considerations with advised options.
Primitive stick build lean-to using cut and process timber from the location, converted storage shed with added insulation, shipping container build, or any existing structure outfitted to withstand the elements are options. If long-term sustainability is needed, focus on installation and sealing (to retain temperature and repel entry of pests).
Three walled shelters could utilized a camp/bon fire with fire wall for heat deflection, enclosed shelters should include a coal or wood burning furnace. Wood is the easiest to source fuel. Other alternatives such as pellet or propane exist but do not offer self-sufficiency aspects. Wool/heavy blankets can sufficient in the short term in severe winters are not common. Use windows and cross ventilation to aid with cooling. Without powergrid connection, A/C cooling is not feasible but box fans can suffice for comfort needs.
Your heating solution can double as a cooking tool. Rig an outdoor fire pit with a grill or pot stand.
Obtain equipment and supplies to build a solar charged battery bank and energy supply setup that will provide a source of electricity to power essential appliances, lighting, security implements, and electronic conveniences. Solar panels, controller, battery bank (parallel wiring offers ease of use for 12v applications), and add an inverter if 110v (common household applications) are necessary. 3x 100 watt panels and 2x 1,000 watt marine deep cycle batteries could power a mini fridge and two light bulbs for 3 years. Check the amp hours or watts that a device requires. Obtain the correct amount of panels and batteries to surpass that need by 15%. The angle of the panel, clouds/trees, and battery efficiency dictate you plan for more than you actually need. Turbine air/water powered options exist but requirements along with complexity make solar a better option.
Collect via rainwater system (gutter diverting), well (drive point is simplest method), or water source (river, creek). Use a filter to make water usable for cooking/cleaning. Boiling or treatment may be necessary for consumption. Store 100 gallons per person. Improvised containers can be resides obtain at low cost or free through local contacts (such as online marketplaces).
Install a shower and or sink that draws water from your storage system. 2.5gpm (minimum) electric pump options are low cost and can connect to a 12v battery bank. Propane water heaters are also available. Showers can be installed outdoors. Toilets should be kept 100ft from shelter and could be a portable variant (as seen at construction sites), a rigged toilet over a dug hole that is covered after use, or compost toilet.
Stock shelf stable foods. Raise a garden to include planting nut/fruit bearing trees. Can/jar/vacuum-seal foods and store in cool/dark area or below frostline. Trap, forage, hunt. Obtain equipment (snares/firearms/processing-tools/fishing-supplies).
Survival, firestarting, first-aid, defense, lighting, farming, caches, security, and other considerations are relative to offgrid living and should be examined separately to ensure all necessities are covered.