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So I'm thinking about biting the bullet, or arrow in this case, and starting WHFB. I'm a 40k player and pretty much everyone in my group plays also has a WHFB army but me. I don't want to just start buying things at random so I would really like some help. What is a good army to start with? I would like to buy 2000 points worth and have the army be able to scale down relatively well. Wood Elves, Warriors of Chaos, and lizardmen interest me the most but I would consider any army since I don't know very little about any of them. Thank you in advance.

Well, of those 3, WE are the least forgiving and success usually requires a master general.

But that being said, what things are important to you? Fluff? Play style? Competitiveness? Aesthetics? One army may satisfy what you want more than the other.

When I think of fantasy battles, I think more medieval stuff. Castles, knights in heavy thick armor, and archers. My play style is usually very focused. Either all long range shooting or I like everyone to get up into my opponents face. I'm not too concerned with competitiveness. I would rather have an army that is different, fun, and weird than a competitive army, but winning is always nice.

Sounds to me like either Bretonnia or Empire. If you want medieval stuff, then one of those would be the choice.
Bretonnia is kind of French knights, searching for the Holy Grail. Kind of outdated book, but cool cavalry imo.
Empire is more... Idk, seems to me like some kind of mishmash. They've got handguns, cannons, steam tanks and such... But also Knights, swordsmen and bowmen. And Demigryph Knights. Especially Demigryph Knights.
But there's many more armies than that. Best thing would probably be if you take a peak at all the armies and ask us about those that interest you or you wonder anything about.
Or search for an breakdown of all the armies. I'm sure there is one around here somewhere.

Heavy thick armor sounds like WoC

Sound like your playstyle is Brettonia or WoC in which case (and I saw this in the rulebook) the general is meant to be you on the battlefield so what do you think fits you on the battlefield:

-A nose knight who commands other fallen knights and beats the crap out of other races... While riding a deamonic stead...

Or

-A knight of the relm mounted apoun your trusty stead slaying the beast/Dragon/evil stuff, with your own round table and grails and your own trusted knights who will fall in battle in your name...

Hope this helps

Ok, I think I'll end up going with Warriors of Chaos. So what would be a good place to start? Are there some must-have units I should be aware of or is what's in the Battalion box good enough? Looking at some of the models, I like the Chaos Khorne Exalted Hero.