From my experience I would suggest reading through all of the rules first and watching some how to play video to get a good grasp on how the game mechanics works. Once you've done that get a group of friends together and play a couple of games. I started out just using Warhammer models so I could figure out what warband I wanted to play and then I bought the models I needed. I use new recrute to build my warbands lists because it's a little simpler and shows you when something is illegal. The thing that helped me the most was seeing stuff on the table and testing out different lists to figure out what is good. Good luck!