The Great British Hobbit League Facebook group and Youtube channel are absolute musts (the youtube channel even has a dedicated beginners series, faq videos, etc).
As for the starter set, it's a pretty good introduction, honestly. The only major thing it doesn't really cover is cavalry, I think (though I may be mistaken.) Also, it doesn't have the army lists like the big rulebook has, which was really rather irritating - unless you can get hold of them by some other means, the hadback rulebook is an expensive and mostly pointless thing looming in your future. GW did rectify this by putting them online for free, but I don't know what became of them with the new website.
From there my advice would be to pick a faction you fancy, perhaps a good faction to stand against the goblins you already have, and choose a warband of twelve heroes and a leader. As a general guide, a plastic box (infantry tend to be 12 strong, so perfect) and a hero of some sort (captains are solid first choices, named characters more pricey/specialised, but go for what you think is cool) is as solid a start as you can make. Build up your first couple of warbands based on models you like, rather than worrying about points or any of that. It's more satisfying to expand later to fill weaknesses in your force and hit the 500pts mark than play a "perfect" army that you're not really feeling. If you're a dwarf fan, you could even just buy a box of erebor warriors and have Thorin from your box set lead them. Expand with troops for balin and dwalin, or perhaps buy some of the finecast heroes. The Thror model is gorgeous.
Some of the Lord of the Rings era Sourcebooks that contain the army lists are disappearing, though, so you might want to keep an eye on ebay for any you miss.
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