I would always suggest that you start with one or two games first and expand from there if you want. All of the rule books - aside from BofA - are available for free to download from the main GW site. Start there and either just download everything, or pick a couple of games and grab all of the downloads for them. Then, read through the rules and see if you can find an opponent or two. Most miniatures can either be found fairly easily on eBay - Epic, BFG, Warmaster - or sourced from the core ranges - Necromunda, Mordheim, even Inquisitor if you play at 28mm.
Start with a small force of basic troops. For Epic, this would be Marines, Imperial Guard or Orks - all of which are common on eBay, or use counters for the first few games, and feel free to post any questions here.
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