If you are using a control panel say cPanel or Plesk with shared hosting then make sure you choose the same control panel with the dedicated server as it would ensure smooth transfer and no data loss. All your files, databases, emails etc all the data can be transferred as it is on the dedicated server only if the control panel is same at both the ends.
Server management is the key thing to consider here since you are completely new to this. You should ideally look for a managed solution. Do you have any preference for server location ? What about the server OS and budget ?
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