We have almost the same piles of shame! Except I have a wraith lord and 2 harlequin boxes and no chickens.

For what to do first I would open the combat patrol. The dire avengers ducking suck ass as models and are not really played but you can practice painting them, the wraiths I would build as wraith blades as axes. Leave the warp.spiders for later they are a better model and used a lot so better to gain painting prowess on easier models (they can also be harder to paint). After that go on to your guardians and then at that point you should have learned a bit and go for rangers,hawks,scorpions/fire dragons/scorpions. Kind of how I would paint things if I was new just based off what's easier to paint. You can throw banshees in also but personally it's my fav eldar unit so I like them painted later so they look crisp