I recently read Wargaming: An Introduction by Neil Thomas. The book originally was published in 2005 and mainly deals with historical wargaming, but it has salient advice that is translatable for tabletop 40k. The one piece of advice that stuck out to me was Thomas' advice on army building. Recognizing the costs involved in building an army, Thomas recommended that a player should invest in building two opposing forces from the same era (the book talked about the various eras from Ancient to Second World War wargaming) before considering another army from a different era. This means making sure the armies are assembled, painted, etc., so they aren't just forgotten in some closet.
The way I translate this into 40k is after a player decides what army they initially want to build (after getting the rule book and appropriate codex), they should focus on making sure that army is completed then decide on what opposing faction would be a great alternative and complete that one before considering any more (let alone getting into the Horus Heresy or Age of Sigmar games).
Basic advice, but one that is often taken for granted by players with "greedy eyes."