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So my first army came by FedEx in a big ol' box yesterday. Dice, paint, books, and models; two stern guard boxes, two tactical squad boxes, a rhino, and a dreadnought. I've but one question.

Where do I start?

It depends on you really, given that I don't know how you work I'll use myself as an example in this.

I am more a painter/modeller than gamer, that said my purchases follow a set list I intend to make usually for fluff reason. My current project is marines, and I limit myself to assembling a certain amount and painting those models before I get too carried away assembling the next lot. This way I am not faced with a fall of unpainted miniatures that crush my spirit, and I really look forward to assembling the next lot when I have my current quota painted.

From your list of models I can say the next step would be to buy some kind of HQ model.

I always find it helpful to paint half a squad, then a more detailed model (e.g. HQ, Elite etc.), then the other half of the squad and so on as it just breaks up the monotony of painting an entire unit of basic troops at a time.

Bores

Cook up a 1000 point list or so with those models, you will need an HQ option and you could always proxi something, or even just use an empty base!

Build your guys with how your have your army in mind. Putting anything on your sternguard that removes their bolters is a bad thing, the free weapons on your tacticals squads are great and with combat squadding, a razorback for each unit provides ample fire support and mobility.

Your dread can be outfitted in any manner, just make sure he complements your force, no need to give him a heavy flamer if you've got sternguard and two free tactical flamers.

In terms of building models, start with those tacticals. Look at the parts, and figure out how you want them build. You can always start putting legs on bases, then torsos, then arms, heads, and backpacks. Feel free to hold the parts to the models before gluing them, so you get an idea of how it will look.

For me the first step is always assembly then cleaning off all mold lines... Step 2 for me is then priming.. Step 3 I get my list made, Step 4 Play a game!!! Then paint.

Start with opening the boxes .

Personally when I start a new army I will assemble everything except the really complicated models ( as its easyer to paint some of these while only half assembled ) Though with marines this is rarely a necessity.

Once I've got most of the regulair untis build and sprayed I will usually grab one squad and one other model ( vehicle/dread/character ) and then start painting up the squad using the good old assembly line method. Paint first all the armor. then all the weapons, etcetera. However I have a hard time doing the same thing over and over as it tends to get a little dull. So, if at any point I get bored doing the same thing over and over I take a break by switching to the other model. This change of pace helps to keep things fun yet allows you to get your models painted relatively quickly.

So my suggestion, if you're anything like me, Is to start with a tactical squad and either the rhino or the dread and get painting.