This conversation may be better places in the Discussions area, but oh well.
Haha, no worries! It's a great game and we all start somewhere! I'm certainly by no means any sort of expert, but I've been around enough.
The first thing to do is select a caster that you like the look and feel of. Obviously the best way to do that is to play with various casters, but you can also ask around here and check out
http://battlecollege.wikispaces.com/ for general overviews. Note that some of the advice on Battle College isn't the most sound, but it does give a decent broad look at things.
If you do buy the battle box and start with pDenny, your list can be fairly varied. Due to her debuff nature, she can make almost anything in our army decent and she makes our good units that much better. Our good units are typically considered the following: Bane Thralls, Bane Knights, Satyxis Raiders, Satyxis Blood Witches, Bile Thralls, Mechanithralls, Pistol Wraiths, and a few others. Even our lesser units like the Cephalyx aren't necessarily bad, they just don't typically offer as much for the points as other units.