Where to begin?

[Galain_Ironhide]

1) For starters I would install the game (which is Version 1.0) and make sure it works. Then you will need the 1.1 patch and then the 1.2 patch which you should still be able to download from the Totalwar.com website. You do not need patch 1.3 because it was just a patch to make Multiplayer games playable between people who owned both M2TW & Kingdoms and people with just M2TW. I like to test that a game works properly before I go including more patches over the top just in case - that may be old fashioned or longwinded but I like to make sure.
Then install the Kingdoms Campaigns (you have to install the four campaigns seperately) - this brings your game to version 1.4 and then test to make sure they run. Then download and install patch 1.5 which is the Kingdoms patch.

2) I personally would recommend playing a Vanilla game to get your feet wet and learn the basics - which as a RTW player will not take you long at all. Then either give Kingdoms a shot or even download a mod for an even greater challenge.

3) I think you are referring to this. Click Here. This is the M2TW Guides section in the New Members part of the forum, it gives guidance on both Vanilla and Kingdoms factions.

4) There is not much different in overall gameplay and options that is different from RTW. You should find that as soon as you start playing, all those familiar functions that are used to with RTW are exactly the same in this game. There are a few things different but not overwhelmingly huge - its mainly eyecandy. Not being able to select the Faction Heir for your empire is one that springs to mind straight away.

Hope you enjoy your M2TW experience!