I recommend that you go to your local Games Workshop store. Alternatively there are several well run games clubs open throughout Great Britain, these places will only be too happy to give you a basic run through the rules and a first battle. The rules book for Warhammer Fantasy Battle includes a lot of background relating to the Warhammer world, it describes the major races that exist, and the realms that they inhabit. This is essential reading for the full flavour of the world you are entering into. Once you have read up on the background of the Warhammer world and perhaps had a short battle at your local store, you now need to become familiar with some of the races, i.e. you need to make a decision about the race you are going to collect.
Different races have different troop types, fighting skills and technology.
There are individual books that give all the details for each of the individual races, these are the army, or codex books. They give the organisation of the equipment and forces of the race concerned, these books let you select your own troops and units and build up your own army. The army lists are the key area of the army book, they tell you the number of certain troops that you may field as well as any special rules for them. While it is always possible for you to select your army from scratch there are sometimes limitations to the troop types you can have and how many you can field. This limitation is meant not to inhibit the gamer but to ensure that any armies produced from the book are in line with the character of the race concerned.