I definitely recommend not touching Link teams until you are comfortable with the base rules. It's a complex game, and Link teams are another layer of complexity (seriously, they are a very long segment of rules).
Spend your first dozen or so games playing vanilla lists or sectorial lists with no Link teams, and escalate how many special toys you bring. Start with a few Line Infantry with Rifles and a special weapon. When you are comfortable with the Order and ARO system, move to 150pt games with a few special models. After a few games, escalate to 200pts, then 300pts. After a few full games at 300pts, escalate to the bigger toys like Link teams and TAGs.
This isn't a game like 40k where you can go out, buy a 1500pt army and comfortably learn with it. The rules are layers upon layers, so it's best to ease into the game system.
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