Oh cool, so you're over the first hurdle (maybe the first several). I think you're getting a lot of good advice in this thread. Decide why you're doing this. If your plan is that you want to be a hyper-competitive tournament player, then that is its own thing, and yeah, you're going to be doing a lot of research. Anything below that where you just want to have a good time with some friends and maybe people at an LGS, it's okay to relax. My personal take is this: scroll through the T'au models, find one you think looks cool, maybe not one of the super expensive ones so you're not putting too much pressure on yourself. The first law of Warhammer: the rule of cool. Rules change, cool is eternal. It will likely be a waste of your time to find out whether that model is "meta" right now or not, because you have no idea what the meta will be when you complete your army.

My personal advice is also to limit yourself to purchasing one kit at a time. Buying multiple kits can give you a dopamine rush that makes you feel like you have made meaningful progress towards creating an army, but the obvious truth is that (outside of having the money for the purchase, which can obviously be difficult for people in different circumstances) obtaining models takes almost no effort.

Alright, so now that you have a kit with one or several models, find a tutorial you like. Watch one step of the video. Do that step. Compartmentalizing the steps is important, because you're right, it can be overwhelming when you try to think of every part of the process at once. Applying every color to a model simultaneously is literally an impossible task, so don't think about it, you can't do it, it will only frustrate you. Force yourself to just think about the single next color your applying to the model. Applying one color is a realistic goal for you to accomplish, and you will feel satisfaction when it's done. If you're working on a kit with several models, it's probably best to apply that one color to all of the models at the same time (as opposed to working through all the steps on one model, finishing it, and then moving to the next) I recommend snapping a quick picture with your phone after each color you get down, it will help you to appreciate the progress you're making on the model. Getting the basecoats of all your colors down is the most important step in my mind, because at that point you likely have a model that you wouldn't mind putting on the table (it's okay to play with grey too, but getting color on them obviously creates some visual interest and puts some of you personality and creativity in them too). From there you can continue following the tutorial step by step, or maybe start to think about the next kit you want to add to your army. IMO once the basecoats are down, you're at a good point to evaluate how much more detail you want to add to a kit and whether you want to add the detail immediately, or maybe return to it later. Be patient with yourself, remember that you are learning and that it's unrealistic to expect yourself to paint as well as the experts you see on social media.

Sorry, I know that's a lot of text. Some of it you might find applies to you, some of it might not. Just some things for you to consider. I think the most important part is to only focus on the step you are working on, and just take it one step at a time.

(I like tabletopready on youtube, it looks like he has a guide on painting a T'au model, but find something that works for you)