My 2002 Volvo V70XC has coolant mixing with oil, and coming out as steam out of the exhaust. So I guess I will have to replace the head gasket. I am doing this myself. I have no prior experience with working on this Volvo, and I have never replaced a head gasket before other than attempting to on a different car, and finding out that the engine was toast after I got the head off.

Are there any guides or videos that would help me? Also what important things should I know?

 

My checklist would include:
Check for vids on Youtube.
consider going to eBay or Amazon to buy a copy of Volvo VIDA software
visit Volvo friendly web stores like IPD and FCP Euro for parts kits, and blog content (do these before buying parts so you can judge if you are in too deep for your skills/resources).
You will need to pay attention to special tools for setting the cam timing and for holding down the cams down.
You will need to have your head inspected/restored by a machine shop for any warping, cracks etc.
During disassembly, mark all parts by location. You want to return each lifter to its original location since they've become one with their cam lobe
Use the VIDA manual for procedures for any valve adjustments etc
During assembly note what VIDA says about factory tools and procedures
Make sure you replace all bolts that are noted as replace (ie torque to yield head bolts)
replace the timing belt/tensioner unless they are known to be new.

Hope this helps