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So I began a little w40k, and chose the CSM, but before continuing, I just wanted to be sure I made the right choice. How did you made you choice of army and how where you sure it was made for you?

Read all codexes. Look at videos. Read some of the fluff. Maybe try playing a game on Vassal.

Just look at the models, whichever seems right for you is what you should take.

Look at the Fluff and models. Find what calls out to you. It may change over time.

Which ever one tickled my fancy!

Iranna.

I looked at all the models on the GW website.

Watched my mates play a few games.

Looked up the races I was interested in online.

I chose ORKS.
And while I have moved on to play Necrons, Tyranids and Space Wolves the Orks remain my favourite army.

how i picked an army was going to my flgs, playign small games with different armies, reading various tactica, and reading all th ecodexs.. I went with orks as my first army for the versitility and cheeky hijinks you can throw in fluff lists, then went with a custom marines chapter with lists for vanilla codex, dark angels and black templar ... usually go vanilla though

I used to have weird ass dreams about being a blood angel when I was about 10 (the intro to DoW was a total Deja vu moment...and then the all die) when I turned 14 I bought my first models and the rest is history. It's been a minute since then but now I basically buy every codex and play armies that interest me. Blood Angels, Crimson Fists, I have some Tau that I'll build eventually, and I finally started real headway on the wild rider host I have dreamed about since the Eldar release.
Your first armie will always be your First Army. It's like fornication in that way. Everything else is just painted plastic.

This is a hard thing to do when we don't have any context. It's like asking "What should I have for dinner tonight?" when we have no idea what tastes good to you, whether or not you're a vegetarian, or what have you. Chaos Marines may or may not be the right army for you, but the only way to find out is to paint em and play some games.

My first army was Space Marines. I really liked the big guys in big armor with big guns aesthetic, and I still do. My first Marines are still at my parents' place, sitting in a display cabinet with their terrible paintjobs I did when I was 15. I don't play that particular chapter (Ultramarines) anymore, but I still play Marines regularly.

Whichever army has the models I like. In my case, Space Marines and Tyranids.

I always go by model appearance because, well, building and painting an army is a huge part of the hobby, and while you can always find a way to make a list better if you pick a weaker army, you can't force yourself to enjoy painting models you don't like.

For me, I decided which army was best for me by buying the box set at the time (Marines Vs. dark eldar) since this was the best value at the time for the models involved, then played a few small games with both armies and hated the dark eldar because they don't have an armor save to speak of.

And I liked the look of the landspeeder that came with the set, so I chose marines.

You'll know if you chose the right army if you enjoy building/painting/playing them.
Or you might enjoy building them but not the other two.

I myself really enjoy building and painting and playing my CSM.

On the other hand, I have a lot of random models from other armies.
I have some BA, some Orks, some Dark Eldar... Mainly because I do this hobby to enjoy the modelling and painting side of it, and I like certain models from every army.

In the end, you'll know if it was the right army for you eventually. It'll either click and you'll really enjoy the whole idea of them. If not, then well, time to for a bit of a change.

~Danzag

I enjoy the aspect of 40k more than any 1 Army. I've Played, CSM,Daemons,SM,IG,Eldar,Orks,BA,DE.

My first army was IG, and arguably it's the one I'm best with. My Favorite army was my Salamanders SM. Favorite project army is Eldar.

Tournament wise I love being competitive and newer codexes tend to help with that case, so if you're new you may want a 5th ED codex to make it simpler on yourself

That was a huge question for me too. Know what you want from your army. Know what they excel at, the types of units. Like other people said, feel free to look at the codex. If you find painting is more your thing choose the army you think looks the coolest. If it's game play you really want then watch people playing. That will give you a good idea of what you want. I found it really useful to watch and read about as many battle reports as possible. Not only do you learn more about the game but you get an idea of good strategies for your future army. A comic book store in my town has White Dwarf magazines just stacked in boxes from the past. Those have some awesome painting and tactical advise/battle reports. Plus once you get into 40k I assure you that you will want another army. Maybe even three. Chaos is a lot of fun to play! You get defilers, plague marines, noise marines and the ultimate bad ass HQ Abaddon! Most of all have fun.