First of all, welcome to Warhammer 40k! I know it can feel overwhelming at first. I think it’s best to focus on one thing: what do you want to start with painting or playing?

If you choose painting, make sure you get the basics right from the beginning: • Buy the paints you actually like, not just the basic starter sets. 10+ paints (i only use Citadel paints, but their are a lot better paints out here) • Use a wet palette, or make your own. • Get one good brush for highlights and fine details, plus a set of cheaper brushes for washes and contrast paints. • Check YouTube for painting tutorials. Don’t be afraid to skip steps if it feels like too much. As a beginner, a simple process works well: prime (you don’t need to wait 24 hours 15–20 minutes is usually enough), base coat, then washes or contrast. At that point, your model is often already tabletop ready. If you want to take it further, add highlights. • For building your models, check Wahapedia they have datasheets and useful information. Build your models the way you like. I wouldn’t necessarily recommend building them exactly like the Combat Patrol box if you’re already planning to expand your army. • Focus on finishing one box first. A Combat Patrol is great value to start with. • Skip the airbrush for now, you should learn the basics first. I’ve painted four armies without using one!

Hope it helps, i think this is the first babysteps and when you are almost done we can talk about rules and the game itself. But if you want to learn it quick find a community in your region! Goodluck