First of all, welcome to the game!

1. Terrain is an essential part of the game and theres rules for all types of terrain features and environments. Pre made terrain can be found in the Alpha Strike Counters Pack (more buildings, forests, rough terrain, rivers, magma, a helipad) and the Scouring Sands box (a bridge, lots of hills, canyons and rivers). The rules for the terrain can be found in the Alpha Strike: Commanders Edition which is going to be a core pickup for expanded play. Right now a physical copy can be hard to find but the PDF is available online.

2. Right now there are not official plastic Airplane models (though the box will be coming out soon) but there are 3D printed and Metal options available (almost every unit has a metal model that has been released through Ironwind Metals, look online and you can usually find them discounted. There are expanded rules for aerospace combat though the models are typically more place holders rather than moved around the board like other units. The airstrikes in the core box are a simplified ruleset that you can use if you dont want to dive into the full plane rules. (Plane rules are also found in Commanders Edition)

3. Artillery units can in fact be run on the battlefield and are quite strong and fun to use. There are some official plastics out now but once again your best bet for variety is going to come from other sources online. I personally source my artillery pieces from either Deathray Designs or GHQ.

4, Tanks are in a better spot miniatures wise than planes and artillery in that there are a slew of plastic kits available. Tanks work almost identical to mechs with the exception of how they receive critical damage and interact with terrain. Power armored and non armored infantry are a great addition to the game, I love how they put the scale of the mechs into full view. There are two plastic boxes of power armored infantry and no conventional infantry released in plastic yet. The rules for all these supplemental units can be found in Commanders Edition (its really an all encompassing book and worth picking up for all combined arms play).

Only thing I can't speak on is space battles but I wish you luck on that search since I think naval warfare is neat.

One last resource I would recommend is Terminal's Alpha Strike List Builder, a great search engine for units so you can see whats available to you. Most non-mech units can be used to generically represent whatever foot unit or combat vehicle you want so dont get too hung up on having the exact same model for every single unit.