Greetings and welcome to the forums and world of Malifaux. Guess if there are two pieces of advice I can give would be the following:
1st- Find the FACTION you like. You might think you will get one box set and be done, but you won't. I chose the Resurrectionist as I like the undead (my name might give that away) and it contains some of the best masters in terms of looks. Sad Kirai-chan, crazy Seamus, mad doctor McMourning, the gentlemen Nicodem, and the pitiful but hopeful Molly make up one heck of a faction. So as you buy, you can switch out pieces from one box set and make up new crews. Kinda of a win win.
2nd-Remember the game is based on objectives. Took me a while to learn that, but my games are getting better now that I keep that in mind.
So that is what I got to offer. The core rules of Malifaux are very easy, it is the rest of the stuff that makes it great.