From an ease perspective the 40k start sets make it simple to test the rules out with minimal commitment: https://www.warhammer.com/en-US/shop/warhammer-40000/start-here

All sold out on their site, but available at plenty of other places.

They just announced a similar Starter Set for Kill Team that looks like a good way to test out this game: https://www.warhammer-community.com/en-gb/articles/B3EtzIYC/kill-team-starter-set-space-marines-vs-plague-marines/

If your ready to pick a faction and get painting/playing I think the 40k Combat Patrol format might be one of the easier options to pick up and play. No need to make an army list, the core roles are free, only needing you worry about knowing the stats/abilities for 4 or 5 squads. https://www.warhammer-community.com/en-gb/articles/7VlmRolQ/download-the-new-warhammer-40000-rules-for-free-right-here/

Kill Team is less models (7-10 per side), but they are often almost all unique and it really needs you to get some terrain set up to play right. But there are “lite” rules available for free right now that make it easier to try out: https://www.warhammer-community.com/en-gb/downloads/kill-team/

I’m personally a fan of the Grimdark Firefight rules as an entry point. This is an offbrand ruleset for a skirmish game (same size of 10ish models as Kill Team) but it suited to using generic 40k minis and less focused on the special operators like Kill Team has been sliding into.

You can build a list on the software and get an idea of what you want. Box contents or used lots are available on eBay for much less than MSRP. Depending on what faction you are interested in, there are various viable 3rd party minis. If you find yourself somebody with a 3D printer, then the world just got even bigger. (I can provide more precise details if you know what factions you are wanting.)

Terrain can easily be whipped up with a little DIY. Craft paint, hot glue, and cardboard to make some walls and simple buildings. You can go nuts from there.

One of the most hilarious moments from the game: I had a whole plan to drop my Precursor onto the Technomancer and give him the old slice and dice. Bu, before I got the chance, Techy here charged my Gunner.

What should have been an easy kill for the Necron boss went all wrong when he only scored one hit and my Gunner stepped up with a tripple-crit fist attack. Since I had softened up the Technomancer earlier in the turn by leaping my Marksman across the alley from the third floor of one building to the second floor of another and taking a potshot, the melee blow was enough to put the leader out of action before it did anything particularly useful.

The Global Mission scenario has a giant plantary defense gun going off at the start of turn three so everyone had to seek cover by the end of turn two.

Between that need and the sheer amounts of firepower the Aquilon were laying down as they descended this building had four Necrons holed up inside it.

I had my Tempestor bark a command to boost a trooper and run over to fight through the doorway. She lopped up the first Despotek and a charge attempt by another Necron ended with a “Ran into my Power Sword ten times” scenario.