Hi there, Space Wolf Commander Tekintmick over here! (Although I have dabbled with Brettonia and Wood Elf forces in Warhammer before).
Welcome to the world of fantasy battles! Looking at your name, I'm assuming you're female? Which is even better to have you on board, since most gamers and modellers tend to be male (a bit like mountain bikers!)
It's sounds like you're thinking along the right lines so far - go to your local GW store and play a small game. A member of staff or a local Lieutenant will be happy to explain the basics to you. There's no better place to learn and the stores have a really relaxed vibe (unless Ragnar Blackmane is locked in hand to hand combat with a Carnifex! )
In terms of picking an army, you're on the right track. Pick the one you like the look of, they all have different characteristics and I'm sure one will appeal to your inner warlord!
The painting and modelling is the best part though since you can do it on your own. If you have absolutely nothing to do with your time then it's a great way to spend it - painting up squads to battle table standard, bringing out the fine detail on your commanders or making a crumbling factory diorama from empty Frosties packets - there's no better feeling. And a can of space wolves grey sprayed at close proximity is the ultimate high
I mostly do painting and modelling now, since all my friends have given up gaming. I do sometimes setup a skirmish and play for both sides though.
Also, ignore the mocking that alot of people seem to take pleasure in. Some of the coolest people I know play wargames. Just because you're a gamer, it doesnt mean you're a hairy, pot bellied, adolescent with glasses and a Dream Theatre T shirt. I myself keep in shape (as any self respecting Space Wolf Commander would do) and I usually wear converse shoes, skinny jeans and sports brand (Fila/Reebok/Hi Tec) t shirts i.e. I'm not unfashionable.
Any way, enough about that. Hope the above is good encouragement!