While smaller regional airports serve Duluth , St. Cloud, and other cities outstate, these connections are often expensive and inconvenient. Consider landing at Minneapolis–St. Paul International Airport and driving to your final destination.
You’ll need your own wheels, anyhow, outside the Twin Cities . The state’s only passenger rail line—the Empire Builder—passes through Red Wing , the Twin Cities, St. Cloud, and Moorhead, but runs only once a day in each direction.
Bus connections exist, but don’t always land you in the best part of town. A car will give you the flexibility to get off the highway and make worthwhile stops at regional and state parks.
Minnesota  is a decidedly casual place. Whatever duds you’re comfortable in at home will be just fine here, even at a theater or nice restaurant (dance clubs, which usually have dress codes, are the exception).
The only way to enjoy a Minnesota winter is properly dressed: hat, scarf, gloves, overcoat or parka, and boots from at least November through March. Late spring and early fall are often rainy. If you’re planning outdoor treks, you may be able to rent everything you need from an outfitter.