Gameplay begins on (and will primarily take place upon) a campaign map showing you the landscape of the world. In the Total War series, you select a nation, city-state, or other distinct faction, then seek to accomplish goals (typically something like “control 50 distinct cities” alongside that title’s specific objective For example, in Shogun 2, you had to control Kyoto, the seat of the Shogunate). I’ll cover the Warhammer setting a little more in the next paragraph, but I felt it more prudent to start with what Total War actually is. Then, Creative Assembly announced they were doing a Warhammer fantasy game, going so far as to use the tagline “ our rules have changed” (no doubt referring to their long-standing “we want to focus on historical titles” stance up to that point) in the announcement trailer. I also knew about Total War from about when Napoleon came out, but tried them and couldn’t really get too involved (it didn’t help that I tried to start with Empire, since it was the setting I was most interested in). I played Dawn of War 2 not knowing anything about the setting and ended up getting really interested in it.
I’ve always been more of a 40k person, personally.
Full disclosure: This is one of my reviews from Steam, built upon a bit more since I don’t feel the need to “cut to the chase” as much if it’s not integrated into the client.