its an easy game to learn doug, the rules seem complex but alot of it is just circumstantial bonuses that can be looked up. the basic rules are very solid and everything is very balanced.
as far as khador is concerned. they lack range (there still is alot its just shorter) and are the slowest faction speed wise, but more than make up for it by having much higher melee strength and slightly higher armor. also they do frost damage alot so you freeze and slow your opponent. the biggest warjack in khadot is behemoth. the warcasters are more focused toward combat than leading (represented by less cmd and focus, but the usual higher damage and armor).
as to other factions:
cygnar - faster, "weaker", tons of ranged output, and electrical damage which fry warjacks easier (think of really shooty rangers in rpgs)
menoth - in between khador and cygnar, but has more support and counter tricks. deal fire damage (think paladins in rpgs)
cryx - are alot of very fast and cheap models which focus on debuffing and poison damage (think a rogue in rpgs)
hope all that helps, be glad to see more people getting into this