Fleet Size:
Generally the "average" fleet is 750-1000 for a "standard" game.
Personally I like 1500 for "small standard" game.
2500 is good size too.
(The above was information given to me by local resident BFG-master. Who owns giant fleets from the "original four")
BFG is easily one of the cheapest TTG's out there.
And also BFG is usually a campaign game too.
Games Workshop Specialist Games
has all of the rules, datasheets, etc. Use the UK version because it's probably the most un-error-prone.
I suggest you read through the Ships of the Gothic Sector and To Cleanse The Stars fleet lists (to get the idea of the ships and army lists) as well as the basic and advanced rules first.
Also, go to the FAQ/Errata section and read through the "2007 changes".
Changes which I HATE btw.
i.e. Nova Cannons no longer guess range, Ordnance no longer "runs out" on snake-eyes, and more un-fun things like that.
So Basic Rules > Fleet Lists > Advanced Rules
Then make your fleet roster.