Interface Arduino with GPS, accelerometer, gyro, magnetometer, barometer

To interface all of that, you need some kind of microcontroller. Do you know something simpler than the Arduino?

There are shields (boards you can attach to the arduino) with sensors. Most of those shields have example code and a library.
You could start with a shield with as many sensors as possible.

Sensors with analog outputs are easier to read than a digital serial communication.
So, you could try to find sensors with analog outputs to make it yourself easier.
But if you need all those sensors at the same time, you don't have enough analog inputs.

(1) If you have a Arduino (for example the Arduino Uno), start with the example for a blinking led.
(2) Try to send a message back, with the Serial library.
(3) Try to interface an analog sensor.
(4) Try to interface digital sensors over I2C or other digital serial communication.

It's not hard. The only problem is that most sensors use 3.3V. But the Arduino has 3.3V onboard for those sensors.