I would pass on the citadel spraygun... (it just screams shoddy spray device!) and go for any other conventional airbrush.
A china special dual action brush with something around 0.3 or 4mm tip would probably shoot citadel paints just fine.
To thin them I use Liquitex Airbrush Medium, it comes in 8oz bottles for just under £10 ish, the tamiya thinner/medium mentioned above is probably something similar. Other brands to try are createx (they do reducer, transparent and opaque base mediums for acrylic airbrushing) and Golden Acrylics also make a reducer for acrylics.
Avoid using just water, this will destroy the surface tension of the paint and give an odd looking finish at best.
Water with flow aid can be used sparingly. As can windex (or indeed any window cleaner that does not contain vinegar - usualy stuff for cars rather than household windows) vinegar will corrode the chrome inside your airbrush, so avoid that like the plague.
A consistency to aim for will depends on the airbrush and tip you'r using, aswell as the effect you want to achieve. but a rule of thum is 'like milk' which can be tricky to picture in your head, but its just practise and experience - Im at a point of just pipetting a few drops of this, that and the other into the cup and shaking it.. then thinking merh thatle do!
One thing acrylics will certainly do is clog your nozzle, the sheer amount of air rushing through the brush will litterally dry paint up inside the tip, and around the needle (known as tip dry) this will affect your spray pattern negatively and will need frequently cleaning, even mid usage.
A decent cleaner and some micro fine brushes/picks are useful for cleaning the nozzles, just be careful not to deform it or melt the o-rings with harsh chemicals.