Yeah you should read the rules to familiarise yourself with the concepts, but you'll learn by playing (and you'll still be consulting the rules for a while yet).
How are you going to be playing? Have you got a regular gaming buddy? Have you got a gamestore/GW/gaming club near you? The answers will really determine how you might proceed, I would say.
If you've got any friends into 40k, talk to them (and us) about what you want to do; if you're in this with a mate (or more than one) who are completely new to the game, you're gonna just have to plump for something (preferably, two armies!). If you haven't got any gaming buddies, but if you have a GW or another store where they run games, go down and talk to them; try to get a (few) games, with the 'shop' armies, with the regulars, at events, anything. Same goes for gamesclubs, if there's one near you make contact with them to try and get both gaming and collecting advice. Oh, and keep coming back to Heresy, obviously, as this is the Fount of All 40k Knowledge (not me, though, I'm a chump)!
If you don't have any of these things, and you're just starting on your own, you're just gonna have to go for something. On the GW website, in the sections for each army, there's always a page called 'getting started with...' whatever your chosen army is. There's a shot of the chaos marine sprue on the Chaos page (actually it's about the 4th page); it's got a heavy bolter and a few other weapon options. Check your codex, but in general you can have one heavy weapon and one 'special' ( =assault) weapon in each squad. I know you might not want any standard CSMs in your Nurgle army (if that's what you go for) but I'm just trying to offer general advice. I don't know what the Nurgle weapon options are, you'd have to ask someone who's actually read the new codex, there's a thread
here and another
here for queries.
As for what you want to collect, Nurgle is good from the point of view of being slightly unusual; there are zillions of marine players, most are loyalists however. Of Chaos marines, probably (until about 4 days ago) the biggest group was Iron Warriors. Any of the Chaos Cults, without being too weird, are (were?) characterful options.
Then again, the Black Templars are hardly 'vanilla' marines - if being 'vanilla' is a problem (I haven't got a problem with it, I play Ultramarines most of the time I'm not being an Ork!). I think their whole storyline (Black Templars, that is) is great and they have some unique organisational options.
Necrons are pretty unusual too (certainly round my way - think I've only seen one Necron army recently, but then I don't get to GW very often and I'm not in a gaming club!). So if being different is important, you might want to reconsider them.
Anyway, I'm gonna stop now. Hope it's been a help.
:cyclops: