My first step in learning how to play 40k was, naturally, finding someone who would teach me. I posted on the forum for the nearby game store, and a couple of guys volunteered to run a small game with me in order to teach me the ropes. I went down there yesterday afternoon for that, and got to play Orks (the army I am looking to build) against Space Marines, roughly 300 points. We only did infantry, no vehicles, so that I could get the basic rules down. My opponent, the guy working, and another guy there just to play anyone else who came in were nice enough to patiently explain the rules to me and walk me through each of my turns while explaining what my opponent was doing during his turns. All in all, a great learning experience.
So the army I am looking to build is Orks. I have always loved their ramshackle equipment and their simple, brute approach to warfare. Given that I know better than to buy direct from Games Workshop, I spent time searching through Ebay and Amazon, and now have amassed an Ork Battleforce, a box of 4 Boyz, a box of Loota/Burnas (which I will probably turn into Lootas), and a metal warboss. I am still waiting for 5 Nobz, 20 Boyz and their warboss, and 3 Deffkoptas. As well as templates and a rulebook. All purchased for a fraction of what I would have paid through Games Workshop, saving myself more than $200.
The one local purchase I did make was for a AoBR Paint Set, in order to get paints I would need anyways, and some Space Marines to practice on. Below is the first result of clipping, priming, and painting. I have never done this before, but I was satisfied with the result.
I have yet to actually come up with a list for my Ork army, though I am purchasing units based on what I think I will do with my army, so that should give some indication. Hopefully the list will be the next thing I post up on here.