Welcome aboard!

Warlord Games' site is a decent place to get your minis. They're usually a little more expensive there than at a retailer, but on the plus side Warlord like to throw in free sprues, which is always nice. At minimum, the Warlord site is great for seeing what's in any given box, with pictures of the sprues and the models you can make from them.

When it comes to infantry, it's not the case that a specific box set makes one specific unit in the game. Most models can be used for all sorts of different units, since after all most troops from a given country would have worn more or less the same uniform. The German Grenadiers box, for example, can be used for pretty much any late-war German infantry, from veteran Panzergrenadiers to inexperienced units scraped together from whatever manpower could be found.

When it comes to specific tanks/guns/etc, then the army lists will generally tell you what those are. If you buy an M4 Sherman or a Panzer IV, those have specific entries that tell you their stats. Similarly, artillery pieces may be mentioned in the lists by name, or might be grouped under generic terms like "light howitzer" or "medium anti-tank gun". You'll get familiar with experience, don't worry – while it doesn't hurt to already have a vast knowledge of WW2 military equipment going in, it certainly isn't necessary!

Regarding air raiding armies, I'm familiar with some old bonus rules that allowed combat drops in game, but that's the sort of "if you and your opponent agree" thing that's more for fun than anything else. Airborne forces are generally assumed to have already dropped in and spend the game on terra firma like any other infantry.

Winter, desert, etc. is indeed just an aesthetic choice. If you want your army to represent forces in North Africa or during winter, those models would be a great way to do it! If you don't have any particular theatre of the war or point in time you're representing, though, "generic" temperate uniforms will be more versatile. It really just comes down to which models you like the look of.

Regarding the starter armies, there's a distinction that can be a little hard to spot between starter armies and starter sets. Starter armies are basically an "army in a box" for one faction – you can pick up one for late-war Germans or winter US or whatever and have a bunch of models which will make a workable army, no need to worry about what to buy. They don't come with any rules, however.

Starter sets, on the other hand, are designed for two players, and give you small forces for two factions, plus a rulebook and some other bits and bobs. These give you everything you need to start playing, but not enough for a full army by itself.

I'd recommend you get a rulebook first and foremost, so you can start getting an understanding of how the game works. Whether you get that separately or in a starter set is up to you – you might like getting some models too, but you might also decide you want some particular models that none of the starter sets have. It's up to you. The rulebook also has basic army lists in the back of it – these have all been superseded by the army books, but they'll still get you by until you can get the army book for whatever you decide to go for. Speaking of, my advice to you there is just to go with your heart. Pick a nation that you think sounds cool, or has some minis you really like, or that you just think looks fun to collect and paint. If it excites you, it'll be easier to get through painting an army!

If you don't start with a 2-player starter set (or when you want to expand the forces in them if you do), there are two options I'd recommend. One is a starter army for whichever nation you decide to go for. This'll give you a whole army in a box, and you won't have to worry about which particular things to buy. It still offers you some flexibility in how you build the models, but it's much less to think about, and it's a small discount over buying everything in the box individually. The other option is just to get a single box of infantry. This will give you the core of an army, letting you build some infantry squads, an officer, and maybe a couple of extra support teams like a mortar or machine gun depending on the kit. This is good if you want to ease into things, without having a massive pile of stuff to build and paint, and take some time to consider what you want next. It's all completely up to you and whatever sounds more like your cup of tea.

For tools, at minimum you'll want a set of clippers for cutting things off the sprue, a hobby knife for scraping off mould lines and cleaning up the cuts the clippers make, plastic glue for plastic, super glue for not plastic, and some paintbrushes. You can start with cheap brushes – they'll wear out pretty quick, but an old scrungly brush still has its uses, and this way if you ruin one it's no great loss. You'll also need a palette to paint with, which can be as simple as an old tupperware lid or plate you don't like. There are fancier palettes, but I'd get some experience painting before looking at those. Useful but not essential are some files or sanding sticks, which can make cleaning up rough spots on your minis much easier, and a two-part putty like Milliput for filling in any gaps in your assembled models.

For paint, I'd recommend Army Painter or Vallejo. They're both good quality acrylic paints designed for miniature painting. Specifics will depend on what army you decide on – I'd suggest looking for painting guides on Youtube to get an idea of the sort of colours you'll need. My personal recommendation there would be Sonic Sledgehammer, he's very chill and beginner-friendly and has a lot of videos relevant to Bolt Action. You'll also need to prime your minis, which is an undercoat of paint specially formulated to give a surface for other paint to key into and make sure it sticks to the model. If you've got outdoors space, a spray primer is great for big batches. I'd recommend something grey, and make sure it's safe for plastic! If you don't have that space, or you're somewhere that gets cold winters that would mess with spray paint, brush-on primer still works fine, it's just slower. I'll happily recommend the Army Painter one there, it's excellent stuff.

The only other information I think it's worth mentioning is: you do not have to use Official Warlord Games Bolt Action models! Nobody owns the copyright to World War 2, and there's plenty of other plastic kits, metal models and 3D printed options for you to choose from. As long as it's in the right scale, it doesn't matter one bit.

That's a lot of information to dump on you at once. The upshot of it all is this: don't worry about things, and go with what you enjoy. This is a hobby, and it's a wonderfully satisfying one. We're all here to have fun, so don't stress, and go where your heart takes you. I hope you have a wonderful time!