The primary barrier to doing this is politics, not the environment. Colonizing the artic would be a major violation of international treaties, and would certainly see you detained (or killed) by a hostile country. Wars have been started over much less.
People have lived in Death Valley for millennium, not sure why that one would be at all interesting.
> Wouldn't experimenting with things give us a lot of learnings when we have increased issue that would come from being on Mars?
No. We would learn next to nothing. We know we can live in the cold. We know we can live in isolated environments (nuclear submarines replicate this much better than the artic does). We already have research stations in the arctic. We don't get to experience a different amount of gravity, different geology, different atmospheric chemistry, different (primarily a lack of) biosphere, or pretty much any interesting feature of either mars or space. Nor do we get any of the "backup population of humans" we would get from mars if we manage to make it self sufficient (admittedly a very tall goal), because the arctic isn't really isolated from the earth. Nor we do get the inspirational effects of going places we haven't before.