No problem
If your going to do a particular amy then get the army book that goes with it before you start to build a collection. The army books all have a campaign section at the back of them. And in that section it separates models according to the place they actually fought and the time period.
It makes sense if your doing a 1940's army not to have 1942 tanks, Or things that could only be found on another front all together. Uniforms also change, Early war Germans for example have high boots, Late war ones have ankle boots and toppers. The model range accounts for this.
There are also rules for planes. They come on like a reserve, drop bombs and fire guns then fly off again.
Model wise it's all either Bolt action or italeria kits. Men are all 28mm scale, Tanks are all 1:52 scale, and planes are 1:72 scale(I think).
I can get the men in my local hobby store in italeria kit boxes of 12 men and single tanks. The Black BA boxes might be mail order only through an independent retailer. I know that most of the mail order distributors can get the models through the standard ordering companies, So if they sell Warmachine or Xwing then they should be able to get BA.
My own starter into the hobby has been.
1 BA armoured fury set.
1 1000 point blitzkrieg germany army set.
1 german army book.
2 italeria early german heer units.
There is not difference in sprue to the models in the BA boxes and the models in the italeria boxes.
If you want to do Brits this might also interest you
http://store.warlordgames.com/collections/bolt-action/products/dads-army-home-guard-platoon