Thought I'd drop a few thoughts.
I've played a grand total of three 'actual' games of the SBG in my life. And disliked the whole thing immensely. These days I play solo - the game is more like a narrative engine. Between me, the models and the game rules a story emerges. Basically it's videogames but with toy soldiers, and I can do it at my own pace and fudge things for the benefit of the narrative (like if my beloved new Hero dies tripping off a cliff in the first turn, it's competitively interesting, but not the most exciting thing in the world.)
Whilst I admit this really isn't for everyone, I would recommend using it to trial things. You've got some barebones forces already, running through a couple of quick skirmishes on your desk or something can give you a fairly solid idea of what works and what doesn't in terms of playing - and, most importantly, let you know what you enjoy.
You might find that you prefer small groups of elite troops to more numerous forces, in which case you know where to spend money so that you have an army you enjoy (and have a reasonable idea of how to play) when you got to events.
As for actually getting into games properly, you could always try having a chat with the manager at your local GW. He might be running stuff you could do, or he might be able to suggest things or other players he knows of in the area. I understand the whole confidence issue. I'm autistic, and really don't mix well with others (more than an hour of social company and I've got a migraine from working so hard to blend in, a full day of it and I'm physically sick and sleeping all day the next day from exhaustion) - hence the preferring to play games on my own thing. I make it work, lol.
Best bet is to have a chat with the manager - if he's worth the money he's aid, he should be able to help you. I don't know if there are any other wargaming stores in your area, but they might be good points of call, too.
Oh, and beginners can't go wrong with Isengard, IMO. Hard warriors, cheap yet tough Heroes, Trolls and a Wizard in case things get hairy (things
always get hairy).
If you want a good force for that visual, noble look then I might reccomend either the new Mirkwood elves (but they might be a bit fragile due to low model count), or the Galadhrim of Lothlorien, who are not only available in plastic, but pretty solid too. They've got cavalry, two different types of warriors to choose from, and some decent heroes.
Do you have a tablet, or a laptop? Or a computer where you paint? If so, a subscription to Netflix or something is a godsend when you're painting. I find a series I like and let it play, doing a bit of work when not much is happening on screen, but watching when I can. Most of the time I end up just sat there watching TV with a half painted mini drying in my hand.
This Christmas I burned through Father Ted and have been working through the classic Doctor Who episodes on Dailymotion whilst painting my Mirkwood elves.
Long post, sorry. And possibly of zero help to you. But have a chat with the manager, he may know of a local club or something. Peer pressure is a wonderful motivator, I'm told.