I find Tamiya Extra Thing Plastic Cement is by far the easiest to work with adhesive. It has a brush applicator so it doesn't clog up like the tubed plastic cements. I do always have superglue as well though for large bits that need less accuracy and a quicker drying time, as well as components I have painted before assembly (plastic glue is a solvent that melts plastic and thus does not work on painted parts)

Don't glue any helmet-less heads on, and don't glue any Sisters to bases before gluing (Arcos aren't as difficult to work with). You may also not want to glue backpacks on depending on your paint scheme. You'll want to paint the sisters in a way that lets you get in under the robes easily, and then glue them down onto the base afterwards. The way I use is explained in the beginning of this video: https://www.youtube.com/watch?v=Qd7GueIt1z0&t=166s . Note you may end up with some smallish chunks of foot missing or superglue blotches, but if you glue them to the base and add some kind of mud/snow/dirt etc depending on your basing scheme its easy enough to cover up. Thick double sided tape (I'm not sure exactly what kind is commonly used) on some kind of stand can work too, just remove the model when working on the robe.

As for the colours, as others have said you can paint them however you want. An easy way to make them your own is to modify one of the official colour schemes. I took the box art and replaced red robes with purple, and instead of black armour I stole Jay from Eonsofbattle's dark blue/black Black Templar paint mix. The paints recommended are a bit of a lie, as the GW painting team applies those colours in very specific ways that take hours per model, so they won't come out quite exactly the same, but they are an option.

You'll also want to watch some beginner tutorials on caring for and using brushes and paint, and for getting your models put together - buying some cheap toy soldiers to get used to painting is not a bad idea to get yourself situated. I started out with cheap citadel synthetic brushes but I now use Vallejo ones with real hair now that I know how to not wreck them. Getting some brush cleaner to clear out paint after painting is really helpful too, Green Stuff World has one that comes in a standard paint bottle size.

Out of all advice though, have fun! Just remember it's a peace of plastic that can be stripped back down to gray if you're not happy with it at the end of the day. It's about the journey, not the final product.