Your girlfriend wants to get into Warhammer? She's a keeper.
My wife will paint them, but refuses to learn to play. Thankfully I have two boys who seem eager to play. A couple more years and it'll be gaming night every night.
I got bit by the Warhammer bug about 5 years ago after playing a couple of games / demonstrations put on by the Outriders. I have a decent collection of stuff, but I really haven't been able to play much. That doesn't dent my enthusiasm though. Recently I found out about a local group so hopefully I'll be able to get more gaming done now.
So I'm not sure there's much I have to offer, but here goes.
1. Find a local club/group who plays. You don't want to keep losing to your girlfriend all the time.
2. If you haven't bought books / rules yet -- make sure what you're buying is 6th Edition stuff. On eBay, there are a lot of books up for sale which are 5th Edition. At the local HobbyTown, they carry both and if you don't know better, you might buy the wrong edition. Maybe it's not a big deal, but why confuse yourself.
3. Be prepared to spend a lot of money.
4. Check your local gaming stores for good deals. Some places sell off collections or parts from people getting out of Warhammer or maybe switching armies. Sometimes you can get some really good deals. The local HobbyTown usually has a basket or two of Warhammer Fantasy, 40K, and LotR figs which are 40% off. This past week I stopped in and all their Citadel paints were 40% off. I've also found old copies of White Dwarf for a couple of bucks.
5. Pick up an issue or two of White Dwarf. Excellent magazine. Pricey, but good. If you can afford a subscription, it might be worthwhile. The reason for the high cost is because it's a subscriber supported magazine, aside from GW stuff, there is no advertising.
6. Regarding eBay... Yes, there can be some deals found. Especially when dealing in lots which are bulk plastic figs and/or used. Otherwise it's difficult finding bargains. By the time a lot of the auctions are finished and shipping is included, it's either very close or in some cases over what you pay at the store. Oh, recently I saw a couple lots of White Dwarf (10-20 issues) which looked good. If you can get your hands on something like that it might be worthwhile. The thing is you probably wouldn't want to go more than a couple of years back. Try to stick with current stuff while you're first getting into it.
7. See all those excellent figures in the Warhammer books?? Ignore them. Don't even look at them.
When you read about them in the books, they even tell you the figures are done by professional figure painters (or people who have been painting for a long time) and they sometimes spend a day or more on each figure. So, unless you're very talented, don't set your expectations too high.