The thread Gamer Mac linked has a lot of good stuff in it.
A few pointers of my own I'd add:
Make sure you get a gravity feed rather than a siphon feed. Gravity feed lets you spray at lower pressures than siphon feed, and when you're painting small stuff (like camo on a 15mm tank) low pressure is very much what you'll want, since you're going to be holding the brush very close to the model.
Buy a separate regulator for your air supply. Tanks don't come with them, and most compressors' built in ones are dodgy. Unless you're using CO2, buy a moisture trap as well. If you live in a damp or humid climate you may want to look at getting an in-line moisture trap (i.e a trap that can be spliced into the hose just short of where it connects to the brush, rather than between the hose and the regulator), and make sure buy the shortest air hose you think you might need for your work space (the longer the hose, the more opportunity there is for water vapor to condense inside).
Air supply is a trade off between cost and space. A good airbrush-specific compressor will cost big bucks, but will fit neatly under a desk without getting in the way of anything. On the other hand, a cheap-o car tire compressor attached to a spare air tank will work just as well, but will be fairly bulky.
Avoid using oilless diaphragm compressors of any type or brand without a tank. They're loud, produce a pulsed air flow, and will burn out if run for too long too often.
Avoid those little economy table top airbrush compressors, even the name brand ones. They're oilless diaphram types: if you're going to use one, you're going to want a tank, and if you're putting a tank between the compressor and the brush, there's no reason to spend extra for a "specialist" compressor. The good, space-saving airbrush specific compressors I mentioned above are oil lubricated models with small integrated tanks.
Expect to waste a lot of paint in the process of learning, as what you learn from one paint type (thinning ratios, pressure/paint/distance ratios, etc.) won't translate smoothly to others. The properties of the surface you're spraying onto makes a difference as well. The only thing that reliably transfers across different paint and surface types is how comfortable your hands are with the controls. One of the worst pieces of advice I got when I was first starting out was to practice by spraying water onto newsprint. All this did was create a faulty set of expectations and "skills" which made my first attempt at actual painting even harder.