Does anyone have any good tips on how to get started on DIY terrain? I think in the country side and was thinking about collecting moss and shit.

Plaster mixed with elmers glue and a cheap acrylic paint from a craft store (you want the shitty, super coarse kind that's a big bottle for like a dollar or two for this, not the smooth high-pigment sorts you want to paint actual models with) makes pretty decent dirt or mud. You can make pretty decent scale model sandbags with a scrap of old denim to texture bits of polymer clay (I recommend super sculpey in general because it's easy to work and tends to keep its shape and details very well) or a slow-curing resin like kneadatite (commonly called "green stuff" in the warhammer community and sold under that name by Games Workshop, though you can get it cheaper from other manufacturers) with. If you need something to be bulkier, use balled up aluminum foil if it has to be baked (so if you were making something like earthworks with polymer clay sandbags) or styrofoam if it doesn't. Sheets of balsa wood are decent for making anything that needs to look like wood, and are easy to cut into shape; soaking them in a solution of elmers glue and water and then letting them dry can make them a bit more resilient too. Get some cheap sheets of wood from a craft store for the bases of terrain, and cut them to the size and shape you need.

Any other tips, tricks or pitfalls?

Don't buy Games Workshop paints, and instead look for well-reviewed high-pigment acrylics at a cheaper price point; the last time I was looking at this you could get very good paints for a little less per bottle but each bottle had twice as much paint as the GW ones. Thin your paints is a meme, but it's also true. Lookup how to do washes and drybrushing, and get a cheap brush or two from a craft store for drybrushing because it will absolutely fuck up whatever brush you use and make it useless for anything but drybrushing. Brace your hands together when painting a miniature, to make sure that it's as steady as possible and all that you're moving are your fingers.

I can't comment on any of the other questions because I haven't looked at WH40K in years and in fact I'm not even sure what edition it's up to now. It introduced me to sculpting through kitbashing miniatures with kneadatite, and I moved on from there to doing scratchbuilds and just stopped caring about the game and more about making my own custom models for display.