For those of you new to Infinity, check out the Newbie's Primer to Infinity Posts by Penemue on the Infinity community forums. It's an inclusive response to the kinds of questions frequently asked by new players on the forums. Because of this it's probably a great place to start; certainly much easier than trawling through the boards or asking such questions yourself.
The points I took away from it are:
1. Keep things simple to begin with;
2. If you like a miniature, use it; and
3. Worry about list comp once you've got a few games under your belt. I figure you won't be able to make informed decisions until you've got a feel for how the game plays anyway. This really leads back to #1!