I started off with the Olympus E-PL5 to test the mirrorless waters then jumped to the Olympus OM-D E-M10 after about a couple years. So take this advice for what it's worth /u/CarlyleCasper . I'll throw some links to Amazon for you as references.
First figure out your budget. Your camera body and lenses should be two separate decisions on how you're going to spend your money. You can blow through a lot of $$$ trying to figure out what works for you because there are tons of bodies & lenses to choose from.
For the camera..... I suggest you go to a physical store where you can fingerbang a couple different cameras that you're considering. Play with the controls, see how easy it is to work the settings, etc. Depending on where you're located, that could range from easy to difficult to downright impossible (if you're in a rural area). I ended up going with the E-M10 not based on the specs of the camera, but how it ended up feeling & ease of use. In my opinion, unless you're after certain capabilities in a body, the minutiae on the specs of all the cameras tend to all blur into one another.
For the lens/lenses..... Again, your budget may come into play here. You've got a choice between zoom or primes. Everyone will tell you different things: zooms are more versatile, primes are sharper, zooms let you carry one lens for all sorts of shots you could run into, primes force you to concentrate on composition, etc etc etc. All those arguments are valid, and yet they all carry different weight with different people.
If you don't want to spend a lot of $$$ on lenses right away, I'd say get kit lenses like the Olympus 14-42mm and the Olympus 40-150mm then shoot with them for a while so you can figure out what focal lengths you use the most. That way if you decide to try some prime lenses later, you already have a reference of what focal lengths you've shot with most often as a way to figure out which primes you may be interested in.
Me personally, I have a good zoom Panasonic Lumix 12-35mm f/2.8 that is just about permanently attached to my E-M10. It probably gets the most use out of all the lenses I owned the past several years and it's a great little "walk-about" lens for me. And believe me, I went through lenses (mostly primes, buying & selling used to save $$$) playing around to see which I liked the best. Along with the 12-35mm zoom, I have a Bower 7.5mm f/2.8 fisheye lens and a Panasonic Lumix45-150mm telephoto zoom in my camera bag all the time. I also still have the E-PL5 but I mostly use it with all the retro legacy lenses (manual focus stuff) that I like to play around with.
Hopefully this was helpful and not overwhelming. :-)
What about this one? It looks awesome
https://www.amazon.com/Olympus-40-150mm-F4-0-5-6-Black-Cameras/dp/B0066J6EOU
Are there any affordable lenses that are "all purpose" for an Olympus E410? The stock one seems to have a large zoom already so anything up close (3ft) is a no go. I found this, but I'm not sure how compatibility works. I've only been messing with the camera for maybe a week now.
Olympus M. 40-150mm F4.0-5.6 R Zoom Lens (Black) for Olympus Micro 4/3 Cameras https://www.amazon.com/dp/B0066J6EOU/ref=cm_sw_r_cp_apa_2AO-Bb5NQ0DV1