There are multiple legs to The Hobby (tm), the painting and modelling, the game, and the lore.

For me, painting is the fun bit. I find the game broken and totally driven by marketing. Horrible pay-to-win stuff.

Gaming you need people, you gotta get down a shop and say hi. I prefer independents, as they sell other games, but what's available depends on where you are. Even without shops, finding a group isn't that hard, there's an organised one in my very small town. Facebook etc. can help.

For painting, it's easy, just find models you like the look of, the official site can suggest paints, and have a crack. Your first ones won't be great, but it's the progress that's fun. There's an absurd amount of YouTube content. My crew like Cult of Paint.

Lore, I know least about, I find the books unreadable, but the Black Library is vast. The Horus Heresy is the canonical backbone.

A friend actually writes some short stuff on the fantasy side, do him a favour and grab a collection with Jake Ozga.

Good luck.