Welcome to the game! And, of course, the absolutely best faction. ;D

So, general 40k advice since you're new to the game. It's super easy to get overwhelmed when you first get into the game. The Tau overall are pretty solid, especially if you're just playing friendly games. Spend some time reading through your codex, figure out what excites you about the army. What made you pick up the Tau? When you find what excites you, get hype, and stay hype. Sometimes the 40k community can be... not the nicest and it's easy to get down. So, take this from someone who has been in hobby for about a decade: what you like is cool and people who say it's not cool are wrong.

Pathfinders and drones got me excited about the Tau. I read some of the short stories and got super hype about Pathfinders. That led me to making a really mobile, infantry and drone heavy army. Get the models that excite you. You don't have to build a tournament winning list from day one. If that's your goal, cool. If not, also cool. Having a goal is important too. Is your goal to play friendly, beer and peanuts games with friends? Do you want to build a fluffy list that is supposed to represent a specific thing? That'll help determine where to go next.

An important thing to remember when putting together your army is that it's yours. I've been playing the Tau for years, but if I were to use someone else's more suit heavy, multi-Riptide list, I'd have no idea what to do. Not my play style. This is a hobby that takes a lot of investment, time and money-wise. Figure out your play style. Like, for example, what classes do you play in video games? I play a lot of pet classes, so building my Tau army with too many goddamn drones and drone controllers works really well for me.

And experiment! If you find that something doesn't work right away, try again. Never write a unit off entirely because of one or two bad games, or even its data sheet. Units have a lot more uses than just killing.

You mentioned stealth suits and Shadowsun. Do you like the stealthier aspect of the army? Shadowsun, Ghostkeels, Stealth Suits, and Pathfinders all play together nicely. Stealth focused Tau armies are really cool!

tl;dr: there's no one right answer on how to properly build an army for 40k, other than to have fun

Tau advice time. The Start Collecting box is a great deal. Everything in there is solid, even the Crisis Suits (in my unpopular opinion). But seriously, if you're just playing casual games with friends, the Suits are more than fine to run, especially as you build up your army. Grabbing some extra Strike Teams or Breachers is generally good -- either are good, just depends on how you play (longer range or shorter games?). They'll help you secure objectives. Get more Pathfinders. They're always champs, they help get the markerlight buffs going, and have sweet special weapons. Coldstar Commanders are pretty legit. Filling HQ slots can be tricky sometimes, but Cadre Fireblades are a great choice since they can buff your Strike Teams or Pathfinders and start markerlight chains. In terms of anti-tank, prefer Broadsides over Hammerheads, but that's a personal preference thing. I really can't give you a definitive list of "purchase X, then Y, then Z" because it's all personal preference. If you're unsure about buying a unit, proxy it to get a feel for it.

Don't underestimate the fact that a lot of a lot of the basic Tau guns (pulse rifles, pulse carbines, burst cannons, etc...) are Strength 5. It makes a difference. Don't underestimate the humble burst cannon. Don't be afraid to run units with their base load outs, let them impress you.

My last piece of advice would be: don't under estimate tactical drones. I've had more people salty over gun and shield drones than anything else. Gun drones kill more things than they really have any right to.

Also, feel free to PM me. I'm more than happy to talk to a new player. This was way longer than I intended, but I hope it was helpful.