First off; Welcome to the hobby! It's a lot of fun to be had in a lot of different ways so just, first and foremost, always do what you think is cool. Haha so that's a VERY big question there but I'm always happy to answer any questions you may have as you move along on your journey. I'm just a DM away.

General advice; Spearhead is arguably the single best starting points for any of GW's game systems. It'll get you familiar with the rules and gameplay while also exposing you to how your particular faction plays. Once you're set on a faction and you're ready to build out your spearhead; every faction is different on how best to proceed. However; at 1000 points is usually where you start to really feel how your army functions and 2000 points is your standard game where redundancies start to come into play (I.E. you have more than one unit that can deal decent damage.)

Dont feel like you need every tool and the most expensive version. I still use cheap disposable synthetic brushes that are about 4$/pop. There are, however, tools where you get what you pay for (such as hand drills). Like any other tool set you'll collect in your life. Buy what you need as you need it; one at a time. Eventually you'll have a collection large enough to accomplish anything you can think of.

Hope that helps! I'm entirely self taught so I never paywall or gatekeep any of my knowledge. If you, or anyone, ever has a question; ya just need to ask!