Warhammer 40k

I've decided to try this new game out.  I've looked at it for quite some time now.  Games by James here in Rochester sells them and I purchased the books I will need to play.  They also will order any miniature that I will need for me.  So I am going to dive in and try it out.  Anyone who is interested should let me know both Rochester and Hudson and wherever else.  I am learning so be patient with me and would love to get any advice I can.  Right now going to be getting Eldar but hopefully going to make a Space Wolves army as well.