I would suggest that learning the strategies and tactics for any given army runs a close second to learning the E:A rules. A number of the above posts have already alluded to this, which is why people are almost unanimous in suggesting starting with IG / Orks then (possibly) marines as these generally have more easily identifiable themes to work with.
In principle E:A is about making the best use of your formations / activations. The more you have, the less effective they usually are. However, having a few 'uber' formations can result in your opponent gaining opportunities to manoeuver his key formations. A very rough recommendation is to work on an average formation cost between 250 and 350 points, giving approximately 8-12 formations in a 3K army.
Given this number of formations, the next principle is to work out how you want to use them. There are several factors to consider:- - speed,
- combat preference (shooting and target type, or assault),
- durability (armour and formation numbers)
- and special abilities (teleport, transport capacity etc).
These factors are where the races can differ most - Nids having no air component while Marines generally work best when a section is airborne, IG being slow but resilient with good firepower while Tau are faster but are also quite brittle and use Markerlight to boost their firepower etc.
Others can give their views on S&T, or indeed you can research the relevant sections of the forums for hints and tips.
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(also eyeing up Tau)