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Notes -
I am a HUGE fan of Total Warhammer in general. Love it. TW3 is fine, but the factions it comes with are a bit advanced. Definitely worth picking gup TW1 to get the "core" factions (Empire, Dwarves, Greenskins, and Vampires [which aren't really "core" but are fun]).
What in particular are you finding confusing? The way the Total Warhammer games "stack" together, TW3 is more like a really big expansion pack then a standalone game mechanics wise, so there is a lot to be confused about if you're just jumping in.
Some general advice:
-ABC: Always Be Conquering. The way the economy works massively rewards conquest and looting, and if you aren't constantly expanding you'll struggle. Even just winning a battle will reward you with gold, so the more you're fighting the more you're earning.
-A huge part of strategy is where you place your armies. The maps are huge (absolutely IMMENSE in the case of the Immoral Empires campaign) and it takes time for your armies to move across them. Enemy armies will show up where you didn't expect, so make sure you have armies positioned so that they can intercept an invading force within 2-3 turns.
-Look at the tooltip descriptions for each unit, they can be very handy. Some of them take some jargon learning to get, but you can hover over most things and an explanation will appear. One useful thing to know is that "Shock Cavalry" is great when charging into the enemy, and for about 20 seconds after the charge, but will not hold up in long term melee combat and will need to retreat and charge again. "Melee Cavalry" on the other hand has the stats needed to do well in prolonged melee combat.
-"Anti-large" units are a must, you need at least a couple of them in each army because even crummy anti-large units do great against monsters and cavalry.
-If a settlement you've conquered isn't in a great environment for your faction, or is in a position where it will be too costly to keep defended, then it's generally better to loot it, and then on the next turn raze it. If somebody settles on it the initial defenses will be very weak, so it's easy to roll back in and burn it back down.
There's way too much more to advise on, but I'd be happy to help with specific questions and confusions.
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