Have you ever played before? and if so have you used space wolves?
they're a very niche army and you'd do better to start with a very small army (600-700 points) just to find out how you like to play and get a feel for the range. bear (?) in mind you have up to 4 HQ at your disposal. always good.
a useful GW link for starters
space wolves grey
flesh (dwarf or tallern)
these are all the colours needed for a master painter but the * ones are optional if you're a novice painter (i'm crap and self confessed