Some advice for those new to miniatures.
First and foremost, limit yourself.
It is easy to get addicted to this hobby and dabble in a dozen or two different areas. If you can find your focus and stick with that, I believe you will get more enjoyment from the hobby. However, that does not mean limiting yourself to just one period. But the tighter you keep your focus, the easier it is to get to "play time."
One of the elements of this hobby that tends to keep it small is that, generally, there is a steep curve from interest to actually using the toys you acquire. Certainly, if you buy already painted miniatures you will shorten the path. And also take away one area that many of us enjoy - painting. I enjoy painting, others dread it, and some do it for money. You should at least try painting to see how you feel about it. If you hate it but want beautiful figures then expect to spend serious money to get painted figures. However, if you are satisfied with bare bones paint jobs you can get lots of figures painted for reasonable rates from overseas companies. (Not listing any because some are here today and gone tomorrow, you'll have to do your own research to find the good ones.)
More important than limiting the number of periods you collect figures for is putting a hard upper limit on the number of figures you collect for any one period. Why? By the time you collect and paint figures - and somewhere along the way decide what rules you will use and have the figures based accordingly (a huge trap in and of itself) - and then collect the terrain and prepare it, a lot of time goes by and the more figures you have to paint the longer you have to wait to reach a complete collection.
As to what size of figures to use, that is a matter of personal taste and available storage space. I like 15/18 mm figures but it is but one of many sizes of figures. If you want great detail go larger, if you want vast armies go smaller.
Oh, and on the subject of complexity, you can go the route of 'simulation' - which means detailed and complex rules - or head for the far end of the spectrum that we call 'beer and pretzels' - which means short and simple rules. The former gives you a better tactical feel, the latter gets you - and others - playing sooner. And, of course, there are way points between the two extremes.
There is also the matter of 'scale' as in how many real men one figure represents, it can be one-for-one or one for one hundred. This goes back to being dependent on the type of action you want to recreate. You can, naturally, do both and the various levels in between.
Perhaps one of the best bits of advice I can give you is to not lot the self-appointed experts tell you what you need to do. Learn a bit at first and then make your own choices. It is your time and your money you are spending and you want to ensure you enjoy yourself. Follow your own whims rather than others, including my own if this ramble doesn't suit you.
Exploring this site will show you that I might have benefited from what I say here early on. Though I got plenty of joy from deciding what to acquire and hunting everything I wanted down. Now I find myself re-evaluating what I have and moving towards the "Great Reduction" where I reduce most of my collections to more manageable sizes both for getting them painted and putting them on the table for fun. I'd rather you not get to that point at all. That's why I included this page.
And if you are going to pick only one period and one scale and one set of rules then I recommend The Seven Years War in 15 mm using Volley Fire for your rules. Why? SYW is colorful, tactical, playable and has lots of available information. 15 mm provides many options for what companies figures to buy. And Volley Fire, though not easy to find, always provides an unambiguous result at the end of every game. The only reason you don't see it on my list is because I do it's first cousin - The French and Indian War; besides, a friend has the figures for the European theater so I do get to game it from time to time.
Well, that's enough for now. If I think of useful additions, I'll add them at some point. Now, go have a great time in a great hobby.