I'm lucky I can sheep hunt out my back door. My grandfather was a sheep hunter as well my dad so it was hard wired into me. Training for sheep requires some good legs and cardio I'm no athlete but I do keep up hiking all year and closer to sheep season I work harder. My stair stepper with alll my gear on really helps me out on the rainy days or early mornings. Depending on what kind of sheep hunting you are doing and for how long will dictate your gear. If your going out for a 10 day back pack hunt good waterproof light gear is in order. I typically get out on 1-3 day outings and use horses so I can pack different.
Good glasses ,Spotter are a must. A gun that you are comfortable shooting is a must. I used to carry light weight rigs but now 9lbs scoped is my comfort gun for long shots.
Good boots , Gators , hiking poles and most important to me is a comfortable pack. I use Mystery Ranch but there are lots out there make sure you get one that you can pack heavy loads for days comfortably.
I'm not sure where you hunt is booked but if it's in a rainy wet area get some goood light weight rain gear.
I think there a lot of good threads on this web site that cover gear and of course everyone is different in what they pack or wish to pack.
Good luck on your hunt,sheep hunting is one of the best hunts you can experience in my opinion.