Often the first thing that a gamer does is buy some miniature figures. I suggest thinking about a few other things first.
The ruleset is important because some assumptions may help with what to buy. Since our current rulesets are about World War II, let’s assume you start there. If you are very new, Fast Rules would be the easiest to get started with. That’s what we did. Then if you want more detail, you could graduate to Brew Up. And then the ultimate: Tractics.
How much room do you have for a wargame table? Just a dining room table (say 3x5’) or a ping-pong (5x9’)? The former may work out better with smaller scale figures 6mm-12mm. Otherwise, 15mm might be best on 4x6’; if you have a larger table, 20mm or 28mm would fit without crowding.
Even if you have room for a large wargame table and large-scale figures fit into your budget, there’s another consideration. Consider the cost of various vehicles, towed guns, and terrain. While the soldier figures are the core of one’s collection, one will likely want to buy lots of these. And consider your level of ability to paint these larger items. The 12mm or 15mm scales might be a more practical compromise.
For the 15mm or larger many gamers mount the figures individually on “washers,” but for smaller troops, it would be better to mount 3-6 on a common base (one can buy steel stands from Wargaming Accessories) For infantry, perhaps .75” square if 6mm or 1x2” if 12mm. I recommend steel bases because they adhere to magnet-lined boxes for safe storage. Bases are probably a good idea for tiny 6mm vehicles (.5x.75”), but purists don’t like the look of bases for larger-scale vehicles. Steel stands also give plastic miniatures some heft, similar to the solid feel of lead figures.
If going with multi-figure bases, it is common for each squad (9-12 soldiers) to be split into two team stands: typically 5-6 riflemen on one team base and 3-5 and the other team base with a light machine gun or automatic rifle (German MG-34 or 42, US Army BAR, British Bren Gun, or Soviet DP-27).
How many troops does one need?
A platoon on each side is a good goal. That’s about 40-50 figures with officers and some support weapons. Early games should have fewer than this. Maybe later, you could have another platoon for bigger games (especially if you have multi-figure bases).
How to paint them
Some people spray paint the figures a different color of green from the enemy, and they’re done. It looks better if you dab colors on their faces, hands, boots, and weapons. It doesn’t need to be perfect. Mostly you are viewing them from a distance, not studying them a few inches from your nose.
If you are going to do a fine modeler paint job, there are websites and Facebook groups to direct you to the colors to use. I have always been more of a gamer and threw armies together. I have a friend who does museum quality.
Other Game Equipment
Note for the small scales, using a centimeter tape measure instead of one with inches makes your table area more than six times bigger!
Fast Rules only requires a pair of ordinary six-sided dice. Brew Up a pair of ten-sided dice. Tractics twenty-sided dice. I got a free Dice Rolling app for my iPhone for the next game I judge Dice Ex Machina.
The terrain is very important—lots of terrain. A big game table with many open spaces is actually "smaller," in a sense. The attacker has fewer choices of avenues of attack. Terrain need not take up space so much as block line of sight (LOS).
A treeline can be considered to either partially obscure items behind it or completely block LOS. But the treeline can be thin, unlike woods that might be wide and long. Likewise, "raised ground" can be a plateau, a narrow ridge, or even a "rise." The rise can block LOS to items on either side of the rise but have no impact on a soldier's LOS on a higher contour level. A village could be a large built-up area or a string of several buildings along a road. Gullies might be deep enough to hide large vehicles and make it so that they cannot be seen except by units on a higher contour level than the surrounding ground.
Lichen can be used to make woods or treelines, and a bag can be bought in a Hobby Lobby or craft store. Initially, you don’t need to have trunks on the trees. Particularly for smaller scales, the "bushes" look like woods.
Roads can be made by laying out masking tape or lightly spreading model RR ballast and vacuuming that up after the game with a Dustbuster. Likewise, rivers can be blue masking tape or blue glitter (vacuumed up separately so you can recycle it for another game.
Hill contours can be made by cutting out different shapes from a 1/2” or thicker 4x8’ blue or pink styrofoam board. These colors can show through a cheap piece of felt available from Joann Fabrics, so it would be good to paint the insulation board green or tan before cutting it up. Use latex paint! Enamel paint will melt the styrofoam. You can recycle the contours by placing them back into the styrofoam board and duct-taping them down when cutting a new shape.
It's important to consider the impact of terrain and describe how it affects:
Movement
Line of Sight
Cover or concealment
Here are more tips and recommendations: What are combat rules? and Starter Army.