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So I really like the infinity model range as well as the price range (haha) coming from 40k I get this is a whole other beast but I'm debating between either staring the Ariadna or the Yu Jin (I think thats the name), which one is easier on a beginner? Also are the "mercs"an actual army or something else entirely the infinity website wasn't super clear.

1) Ultimately, most of the basic forces are relatively similar for a beginner to handle. It's generally the sectorials (sub-factions) that need more attention.

In their "vanilla" format, neither Ariadna or Yu Jing are a tougher force to use. They're a little different in the options they offer - Yu Jing has a lot of power armoured Heavy Infantry, as well as two TAG options, whereas Ariadna is the "low tech" faction.

Generally, you can't go too far wrong with the "pick the models you like most" attitude. Infinity is pretty well balanced (unlike many other wargames), and there's only a very few units considered to be not up to scratch amongst the few hundred different options - and even then, none of them are totally duff.

2) The Mercenaries, at present, are NOT a separate force. They can be hired by any human forces if you're not using tournament rules , but they're only tournament-legal choices in certain sectorial army lists.
Avicenna, for example, can legally be taken in the Bakunin Jurisdictional Command, and Scarface/Cordelia can legally be taken in Qapu Khalqi, but they're unofficial inclusions in most lists.

Their inclusion can theoretically be balanced in some forces (to use Avicenna as an example again, being able to include her in a PanOceania force would negate their disadvantage of not having any good doctors) - they can be a bit of fun in a casual game, but you shouldn't rely on all players being willing to play against non-tournament legal lists.

I picked up Yu Jing due to a close anime look that they have and they larger portion of powered armor. However, I grabbed up some Pan O stuff for the same reason. I've been looking into Ariadna for a different look but I have a difficult time using both of my other armies so it's difficult to justify a third for myself.

So far, nothing seems too much harder than another. It's just finding out what does the same kinds of things in each army and how to midigate the holes that each one has. Pan O has crappy Doctor stats but great shooting and more TAGS than most of the others. I'm finding I am lacking some things in Yu Jing that other forced have access to that I actually like. Nomads have great Hackers and remotes. Haqqislam seems to have the best Doctors and a lot of Regeneration, not to mention Impersonators and more Viral weaponry. So it's mainly about finding the aspects you like and then finding the army that has those.

I'll tell you this - coming from 40k, this game is a breath of fresh air. I still enjoy 40k amongst friends, but Infinitys game system and balance is just to refreshing.

As Marco says - the method of 'buy models you think look cool' works in Infinity. While when you branch into scenarios and tournaments you'll need to take a more considered approach to what you bring, nothing is a complete dud and nothing is an auto include.

Don't worry about your force being hard for a new player to learn - the game itself is rather complicated to learn, especially if you're coming from 40k and don't have much other wargame exposure. Competing rolls, activation system, stacking stat modifiers and more are going to take more of your time learning than worrying about having an optimal starting list. Just grab the faction you like, and models you like, and get playing.