If you're new, I highly suggest Chaos Marines or Loyal Marines, they are all around balanced with good CQC and ranged units, heavy tanks and basically have the luxury of being the jack of all trades kind of unit.
Tyranids are horde based, most armies usually have 2-3 powerful units/squads (Depending on size) and tons of tiny little fellows to be the meat shields, if you like that kind of stuff, Imperial Guard/adeptus militarum are similar, having many weak units, but so many that it usually doesn't matter. Also IMHO IG have the best Armour in all of 40K, their vehicles are what makes them something to be feared.
Tau are very much a ranged focused unit, only really having one type of unit suitable for CQC, the kroot. So if you enjoy having powerful range but the melee ability of a 4 year old child then Tau is for you.
Necrons are slow but powerful units with decent cqc and ranged on must units, not to mention their complete ignorance of fear and such, or usually at least. They also have a few nice perks like coming back from the dead. Fun to play but, I rarely see any pro's using them.
Elder and Dark elder - We don't talk about those.
Let me know if you want info on some other races I missed out, 40K is my thing.