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I am new to the game and about to start buying my first figures/paint/etc. I am going to start with Grey Knights, but before I start I was hoping some more experienced players could answer a few questions.
If this has been covered before in one of the many threads or if in the wrong forum, I apologize I am still new here.

If you were to start anew into the game knowing what you know now, what are some mistakes you would avoid this time around.
Are the grey knights noob friendly enough to learn as a first army?
What advice would you give someone just starting the game to save them heartache/headaches/wallet aches?

And this question might need to go in another forum or may have been covered, but for painting, is it worth it to buy all the different colors or can you do a good job with the primary colors?

Thanks for any help =) and if I am in the wrong place don't make the judgement too harsh.

Never EVER sell your army. I sold my IG and I regret it to this day.

 ironhammer2194 wrote:
Never EVER sell your army. I sold my IG and I regret it to this day.

This. If there's even a 10% chance you'll come back to the hobby, save old armies. After that I have three pieces of advice:
eBay
eBay
eBay

Swap shops aren't bad, but a little too much risk for my liking

1. Thin your paints.

2. As you'll be painting lots of metal, look up the drybrushing technique.

3. Buy some washes too.

You probably won't be winning any Golden Demons, but you'll have an army you are proud of painted to a good table top standard.

Good luck!

1. Plan your army before buying it.
2. Once you've got enough to start playing, test out units via proxy before buying them
3. Magnetise! I regret not magnetising my Warriors and Tervigon when I started out.

 PrinceRaven wrote:
1. Plan your army before buying it.
2. Once you've got enough to start playing, test out units via proxy before buying them
3. Magnetise! I regret not magnetising my Warriors and Tervigon when I started out.

I sincerely regret not magnetizing my Leman Russes, I probably could have bought 1 or 2 fewer of them. It's also very difficult to decide exactly what wargear you're going to use on a model at all times, especially when you're just starting off. Magnets really go a long way, and will pay for themselves in no time.

Grey Knights are also a great army to start with, as the model count is low and price won't be as big of a problem as with many other armies. I wish I had started with them and built up my IG army more slowly.

Have fun!

Don't buy a second army until your first one is done. EVER
So many people do it (including me) and its actually hard not to buy new models for other armies.

You'll want all kinds of armies but stick to one until you've reached a goal for points value (2000 is what my goal is for 40k and 2500 for fantasy).
If you stick to one army it won't hurt your wallet as much (since buying models for 2-3 armies adds up quick)

Grey Knights are very friendly to beginners. You have access to a lot of powerful options, and you don't have any glaring weaknesses to worry about. Also, a low model count is much easier to learn the game with. Trust me, going into your first game with 50+ models is rather intimidating (Tyranids). GK are a very solid army with solid units that are capable of doing their own thing without requiring a complex synergy with other units.

Thanks all for replys When I get home from deployment I will be rolling into the Local gaming shop.

Go to YouTube, search 'how to paint grey knights'. Watch all the videos, several times. YouTube improved my skills as a painted tremendously.

Don't start secondary armies that you're not sure you'll commit to.
Don't commit to space marines right away as mostly everyone eventually moves away from them.
Don't buy flavor of the month armies because they're beating everything else at the moment; that can change.
Don't preorder anything from GW.
Don't buy models for flavor of the month games that are ran in GW stores (inquisition wars, kill team, ect).
Don't buy models without being sure of their capabilities before hand.
Try as many different tactics in your army as possible, It will help you learn the game.
Want to learn the game fast? Play necrons. They are probably the best for learning because they can go from being very simple armies to very complex syngergies between units working together.

I would have made sure the base color for my army was available in an airbrush color.

Don't buy models until you have proxied them, and know you want to use them.

Don't buy models faster than you can paint them.

You're going to lose your first five or ten games or so, unless your opponent is teaching you or intentionally nerfing himself, a lot. Don't be discouraged, this happens to everyone.
Learn the rules, or make it clear that you're still a very green player. Ask for help with the rules, and look up everything that there's confusion over. At the first LGS I went to, (Back when I had maybe 3 games under my belt, all with people as green as I was), I had no idea about most rules, and made a ton of mistakes. Flash forward about a year, I get pulled aside by a TO and accused of cheating over a rules misunderstanding. (On my opponent's part, not mine. He even agreed to a roll-off rather than getting a judge.) When I protested, he brought up my rules mistakes from when I was still learning the rules as 'evidence' that I had cheated before. I stopped going about a month later.
This hopefully won't happen to you, especially if you find a friendly-environment hobby store, but it could have been avoided if I had just asked for rules help from the start.

Also, color primers are your friend.

http://www.thearmypainter.com/gallery_presentation.php?GalleryId=99&Gallery=Space%20Wolf%20Grey%20Hunter

Get a good case to transport your models! All your painting skills are useless if your models are chipping and breaking in between games. Also dont get down on yourself if your painting is sub par at first it will get better. Oh an BE PATIENT when you paint/model I still struggle with this one.

Magnetize anything that has options you like. Make friends with the people you play with; games are always better with friends. If you go the ebay route be cautious, especially with assembled models. If they are assembled with cement you cannot fix any awkward poses etc. Also don't forget to support the store in which you play, if you play in one.