The more I play, the more I realize that there are some distinctive phases of learning to play - and I am well behind the curve.
Phase 1 - The Rules
The first phase of WM/H (and most board or wargames) is learning the rules. This takes awhile. There are the basics of turn order, terrain, and movement. Here you learn things like you can't charge past a linear obstacle, run/charge applies to your entire unit, etc. Eventually you have a grasp of the basics and start getting more nuances/specific situations like when your caster/lock can spend to shake knockdowns (during control phase FYI - made that mistake). At this point, you have a fair grasp on the game itself.
Phase 1 is probably Battlebox/15 point games/
Phase 2 - Your Models
The second phase of WM/H, and where I consider myself (although I'm trying to learn enough to shift to the third phase), seems to be when you have a fair grasp of the rules and start to become more familiar with the various models in your army and how they work together. Experimentation with synergies and spell interactions allow you to feel more comfortable, overall, with your army. You also begin to look for assassination vectors/ways to open things up while keeping yourself protected, but often lose thinking "Man, those were some shenanigans."
Phase 2 is moving into 35 point games at the start of this phase, and solidly in 35 at the end.
Phase 3 - Their Models
In this phase, you are comfortable with your army and are now learning more and more about other casters and models. People aren't surprising you with bane thralls appearing all over the place or mage hunters nuking your caster because they ignore line of site and your nice overboost. You are better at seeing assassination vectors and aren't thinking "Man, I wouldn't have done that had I known what shenanigans they were going to pull" quite as often.
35 point games, becoming more competitive as you learn what to expect.
Phase 4 - Intense Strategy
You know your models abilities, you know their models abilities - heck, you know the stats for 90% of the models in the game. The entire time you play, you are watching for strategic options to open up and are positioning for both the offensive and defensive. You are a god among mere mortals, and the rest of your local gaming folks look to you for rules questions and you are the 'man to beat' on gaming nights.
Anyway, there is obviously a lot of overlap between these phases, but I feel like these are kind of the clear 'transition points.'