I would start with mercenaries, skaven or witch hunters. In my opinion them are the easiers warband in the rulebook. Is better start with your favourite warband, but that 3 will teach you progress in a mordheim campaign.
For playing a simple scenario you would try to use all the warbands and start a campaign with the warband you like more, but get ready for loose warriors and for exploring the ruins for wirdstone.
It isnt too easy progress in a campaign with all the warbands, for example, the possed are very dificult for using in campaign if you are new.
I prefer mercenaries, that you want of them,they are very flexible, or skaven, that are very fast and have a lot of special and easy weapons that you would enjoy.
Switch Hunters are realy good for starting too, they have a lot of troop options, and diferent rules that will you teach more about the game.
I dont now if ive was a well help.