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Do you have a GW near by you at all? Or a war gaming store of some discription?

Go pick yourself up the new eldar codex on its release and ask them for their assistance with creating your first army list. I did this at my local GW store, the guys their helpt me create a list that I wanted to play. And from that I worked out the cheapest amount of kits I needed to make that list.

2 weeks later I had a reasonably painted army and played 3 games, won 2 and lost 1.