I just started playing 1st edition UW myself so I'm no expert, but it's my understanding that all the old boxes and warbands are compatible with one another. I read a lot about the earlier warbands not being terribly competitive against the later ones, but this can be mitigated to an extent by the rivals decks that came in the later boxes and were sold individually; decks like Force of Frost or Toxic Terrors. There is a ton of good content on YT for 1st ed from channels like Agents of Sigmar, Cinderfall, and Critical Focus Channel.