I recommend getting the 1939-1945 Starter, four 1939-1945 boosters, and two Eastern Front boosters, and two North Africa boosters. I found with this game, it’s not terribly fun if you don’t have a variety for pieces for a couple of opposing armies. You’ll broaden your opponent base by having enough stuff to share with an opponent who has no pieces (obviously). The 39-45 stuff is essentially a “greatest hits” collection of pieces from previous sets, so you get some good stuff there. EF has a lot of fun, new, heavy hitting stuff that’s widely unavailable in 39-45. I’d focus on those 2 sets until you have enough stuff to play a good game, where you can diversify armies and not have to pick units over and over because you don’t have enough. If you can’t have 100 points vs 100 points, you won’t be having much fun.
I’ve found that I first started really having fun with this game when I had about 50-60 pieces. Trades rounded out my USA and Germany (the two forces I focused on initially). I’ve got about 1200-1500 pieces now, and in all honesty, nobody needs this many. I got hooked on the collecting aspect of it, and decided “I’ve got all the older pieces, may as well get this whole new set too”… Try and avoid that mentality if you can.