Rusty:
Much of the advice here is very good.
I started collecting with the Eastern Front. Go to any gaming con, and there will be Eastern Front scenarios going off. But the Western Desert is very popular too.
Tunisia is far less often gamed, and also less well known by popular history buffs.
I personally am a devotee of the Eastern Front. We've exchanged ideas on the Eastern Front before on a couple occasions. Allow me to give views on the Western Desert here.
Pro:
1) Easier to paint. Two tones of sand, one for Germans, one for Brits, and you have the key to painting the vehicles. Everything else is detailing, as/when you have the inclination.
2) A few basic vehicles go a long way. You can build a British formation around one of several vehicles. A core of Crusaders might be a good choice. You can build a German force around a core of Pz IIIs. You can get two versions of each, and thus have the ability to play earlier or later battles, and with mixed formations your later battles can be rather sizeable. Both of these vehicles served through the end of the Tunisian campaign, so you get some reach and variety in the scenarios you may want to game.
3) There are lots of very interesting vehicles you can put around your core. Crusaders are pretty interesting to start with. But then consider tossing in some Grants or Valentines. Or some Pz IIs, Marder IIs, or PzrJgr Is for the Germans. Or some of the many varieties of armored cars on either side. You can hardly run out of stuff to collect!
4) Your German tanks, at least, will be painted in a manner that still leaves most of them useable in an Eastern Front 1943 game if and when you happen upon one.
5) Terrain is easy. A tan felt cloth to cover a table, something to put under or on top for elevations, some masking tape for a road, 4 or 5 Arab style huts, and you're good for a game! Easy as can be.
Con:
1) British and Germans, but no Yankees. You may get the itch to play Americans at some time. IF you've done your Germans right, you can add some Americans for Tunisia. Or you could add some Italians. Come to think of it, this may be a pro rather than a con. More to collect in time.
2) The uniforms are painted for desert service, so unlike your German tanks, you may not want to use your infantry for double service in some other theater later.
3) No T-34s. Kind of puts a kabosh on the whole theater as a core collection for me. But you may not be so affected.
The suggestion of starting out with a friend is a great way to go. But sometimes it is hard to get someone else involved until you get them to play once or twice.
I have never tried to collect armies on both sides with equal zeal. I have always collected one side of a theater as my primary army. When I build an "opponant" army, it is usually far smaller in scale, and is done for the sake of introducing others to the hobby in the hope they will then go build their own armies to oppose me.
Some folks start out with a battle, a period, a campaign, or a ToE in mind. I did not start this way, nor do I start new armies (new nations, or new theaters for my existing national forces) this way. I build a core of units that can cover a reasonable variety of scenarios. I usually start around a core of a company or two at 1-to-1 unit scale, with a variety of platoon-sized re-inforcing / support units around that core.
For example, I dabbled in Western Desert before, some years back. I already had a company of Brit infantry (from WAAAYYY back in the mid-70s), so I acquired a Troop (Brit-speak for platoon) of Valentines and a battery of 25prds. That was fine for me to get going. Added a scratch-built 2pdr and some Bren carriers over time. If I were to jump in to do a Western Desert force today, I might start with a Squadron (Brit-talk for company) of Crusaders, with a troop or two of Crusader IIIs to give me legs into the later periods, a battery of 25pdrs Arty, a battery of 6pdr ATGs, and some infantry in trucks.
The more I like a theater/national force, the more companies I acquire in time. For example, my Italian forces now have a company of infantry, a company of M13s, a company of L6s, a company of AB41 armored cars, and a couple batteries of howitzers, AT guns, AA guns, etc.
My Soviet forces, on the other hand, consist of about 10 companies of T-34s of various models, about 6 or 8 companies of various SU SPGs, about 6 or 8 companies of KV and JS heavy tanks, a company each of BTs and T-26s, a company of T-37/T-40 amphibs, a company of T-60 light tanks, 2 companies of T-70 light tanks, a company of T-28s, a rifle battalion, an SMG battalion, a squadron (company) of cavalry, at least a dozen batteries of arty, AA, and AT guns, etc. etc. etc. I can field a force for almost any 1-to-1 scenario you want to come up with on the Eastern Front. But it took years to build up to that size.
Not that I urge you to do it my way. I've described my way only as an example. There are many ways to go about it. You have already seen here several other good examples.
The only thing I urge, is that you get in to the water! Don't just walk around the pool! Don't think you have to dive straight in to the deep end. Just put your foot in. Combat commands are a great way to start. Or just choose a tank you like and get a few. Pain't 'em up, see if you like the collecting side of the hobby. Start with some free rules (GHQ rules, or other free rules that have been discussed in these forums) to get a feel for the gaming side.
I've been hooked since 1974. Can't get enough. I remember riding across Europe as a teenage backpacker in 1979, looking out the train window as the German countryside rolled by, thinking about how I could model it and whether I had enough SU85s.
It provides endless hours of entertainment if you've got a mind that bends in the right directions. Give a try, see if its right for you!
) and elements of Ramcke's Fallschirmjäger brigade (but those camouflaged smocks are hard to do). 8th Army units are represented by a couple of brigades: 4th Light Armoured (finished) and 201st Guards Motor Brigade (half done). I have just started on some 1st Army units, the main component of which will be 6th Armoured Division in its entirety, plus supporting units such as 48 RTR. This also provides a bit of relief from desert tones!
)