First off, welcome back! About a year ago I posted an eerily similar question. I had played a bit a long time ago, quit, came back and was asking starter army questions. I also like to win but am more interested in enjoying a good game and like the painting/modeling side as well. So it seems we're in a similar mindset. He's some observations I've made since then:
Find good opponents. I've been blessed with having great games with some seriously nice guys! My playgroup is tiny ( ie Fluger's house and his game days) but every single person I played I'd gladly play again. Thanks guys! Watch some games. I learned a ton watching others play. By removing yourself you can see both sides, focus on the back and forth instead of just your army. Love your army. I started with Orks. I LOVE Orks. I love converting and scratch building. I built six swamp fanboats to use as Trukks that make me smile every time I look at them. Unfortunately the Ork codex just doesn't work for me right now. I found myself having less fun each game. I shelved them. When the new codex comes out I'll try them again. As of now I consider them an army that would be a fun challenge if I were really good at the game. I'll never get rid of them but they're on the back burner for now. Love your aesthetic. My playstyle suits tank heavy Guard. There are some amazing Guard armies out there but I'm not a fan of traditional guard armies. I like to play the bad guys! Not a grimdark Christopher Nolan Batman kind of bad guys, not an Adam West goofy Batman kind of bad guys but more of a Tim Burton Batman kind of bad guys. A bit wacky, odd and weirdly menacing in a cartoonish way. Finding a way to make an army that fits your vision makes the hobby aspect a joy, not a chore.