Hm. Try doing this.
make some tunnels/small 15*15 cm battlefields, with 2 exits or more. Make yourself a Killteam/one small unit (max 6 or 7 models, no vehicles etc) You come in from one side of the battle field, and must fight yourself to the exit, facing alot of cheap enemies (feral orks, conscripts/ig, those kind of things) and maybe a boss. the enemies must always walk directly to you and fight... when you get to the exit, roll a dice to see what your next battlefield will be.
Playing on your one wouldn't be much fun, but you would get a hang in what your characters can do. I found it hard to play with others at first too, but you should just try to participate in the combat patrols etc at GW/hobby store if you have one in the neighborhood.
There was this online LOTR SBG thing, but I can't find it ATM.