Legion is my first miniature game as well! A buddy of mine recommended a army painter set when I first started. To be honest they are not that great and a couple of the brushes have fallen apart. I have been eyeing these brushes on amazon: https://www.amazon.com/Miniature-Brushes-Detailing-Painting-Watercolor/dp/B01M7UFLP5/ref=sr_1_2_sspa?crid=18KR6TIBSRBKI&keywords=miniature+brushes&qid=1550092873&s=gateway&sprefix=miniature+bru%2Caps%2C127&sr=8-2-spons&psc=1

they seem like a nice set! Those vallejo paints will work perfectly, I have a few of them and I really like their product. Citadel paints (in my opinion) are top tier paint quality wise. If you dont want to shell out the "Citadel Tax" for them, vallejo is an awesome product for the price.