Welcome to ONe Ring, and welcome to the hobby.
Yes, you can the Goblins are in the Goblin town Army list, which you can expnad with additional goblins, and the others except (Gandalf and) Radagast are in the Thorin's Company army.
The hardback Hobbit Rulebook has the full army lists for the Hibbit minis, or alternatively take apeak in Gw. The 5 Warbands sourcebooks; Kingdoms of Men, Free Peoples, Mordor, fallen Realms, Moria & Angmar; will give you all the profile for the LotR models.
Simply pick which models you like, and begin. All good armies can ally with all other good armies and all evil armis can ally with all other evil armies. Each hero can lead 12 warriors from the same list except independant heroes.
Enjoy your time here, and feel freeto ask more questions, most people on here you'll find are very helpful.