I wanted to start a thread to add a few more links and articles for new players.
First up,
PP's current Steamroller site. Steamroller is the "competitive play" packet and includes the scenarios that really balance the game. Even for casual play you're going to want this handy.
Play Scenario!
http://privateerpress.com/organized-play/steamroller-tournaments
Second.
PP's errata link,
PP will nerf some things, reword some things, and buff some things. This is really good to have around, and helps keep everyone honest.
http://privateerpress.com/organized-play
Third and Fourth. Two articles from Muse on Minis for beginners in tournaments, and what to expect. They're a little bit dated, but they describe some of the nastiest casters and lists in the games and the basics of how to avoid them. Like it says in the articles, ask to see these in your casual games, and then see them again. You have to EXPERIENCE some of these to be prepared for them.
http://museonminis.com/beginners-matchups-to-watch-for/
http://museonminis.com/beginners-matchups-to-watch-for-part-2/