As an old school desert rat, I've often wondered about this myself. I'm not ashamed to admit I've had my truck in the dirt (goin to the dump and down a few dirt roads) and I wasn't able to resist testin the waters and maybe a tad more. I've driven trucks and rails off road all my life and it was a lil hairy in the XR. You said you've never driven off road before, so you'll really wanna take it easy for a while.
You'll want to do 3 things for sure. First, pull the body kit. Secondly, get some different tires, best thing would be to get some 15" wheels and throw some dirt tires on em. Lastly, be advised that being a truck with a descent amount of power, the ass end steps out quick and when drifting on the dirt (unlike on pavement) the ass will just stay out there for all eternity if you let it. You'll get yourself in a world of hurt if you're not carefull. At higher speeds, the back end wanders all over the place and you'll spin really easy, really fast and your chances of correcting it are very slim. Driving a high powered light truck on the dirt is like drivin a car on ice.