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Teaching Games
Okay, so you've got a potential new player that wants to try out 40k. You arrange to have a game with them. This could be a friend that has expressed interest or it might be someone you just met at a game store or something. The first thing to remember, though, is that this is not just a standard game. You have to keep your purpose in mind, which is to teach that friend or new acquaintance to play 40k, so that you can have another opponent in the future. You have to think a little in the long-term here. Later you can teach them all the cool, different options that are out there. After the first or second game, you can add in new rules for them to learn. Ultimately though, remember that this game is about them, not you.

Setting it up
Set up both forces. It seems simple, but there are several things to keep in mind.
-Use a low point value for a quick game! There's no need to have a 2 hour game for their first one. The bigger games can come later. You want to keep their attention and you want to limit the amount they have to remember. In addition, they might have time limits and not realize how long a full game can be. It won't be nearly as fun if they have to leave halfway through the game. 400pts generally makes for a good 40 minute game. (Actually, it'll probably stretch to almost an hour since you'll have to take time to explain things that you wouldn't against a regular opponent. I'd even recommend going smaller than this. 250pts will give you the opportunity to run a couple of small units and maybe a cheap character. This will keep things fast-paced and make it easier for them to remember what is going on. In addition, you'll probably finish the game in less than 40 minutes, which makes things easier on everybody involved.
-Create "balanced" lists or with a small advantage for the new person. You don't have to go overboard here, but remember that the goal of this game is for them to learn something about the game and to have fun! Don't start them out with maximally efficient super powerful units and combinations, just keep it simple and basic. Remember, they don't know a Bolter from a Meltagun, so discussing the differences with them just takes away from the time to actually play the game! In addition, keep in mind that characters and Monstrous Creatures are exceptionally powerful on this scale because there aren't enough heavy weapons or bodies to take them out easily. A 100pt Chaplain in a 250pt game is a thing of Game-Breaking power.
-Simplicity. Don't use a million different types of units. Use one or two to keep things easy to remember. They don't need to play with 3-4 different Infantry units, plus some vehicles and a character or two and a Walker and some Cavalry plus Jump Troops and Bikes and skimmers. A character and a couple of basic squads or the equivalent is just fine for their first outing. Specifically, limit the different types of unit that you and they will be using. Since vehicles have their own set of rules, I'd recommend sticking with regular infantry at first. The simpler it is, the easier it will be. The easier it is, the more likely they'll have fun. The more fun they have, the more likely they'll want to play again.
-Set up the board. I'd recommend a 4x4 or smaller size to go with the smaller point value. Again, keep it simple, don't have really complicated terrain or weird rules to go with it. The first game I had against Mike was about 250pts per side, with him using my Dark Eldar and me using my Tyranids. Both sides had a bit of shooting and a decent amount of assault. The board was my kitchen table which was 2.5 x 4 feet. We moved and shot a few times, then assaulted. In the final turn of the game, 3 Genestealers finished off a squad of Dark Eldar, but the Talos (with a single Wound left) shot them down with it's Sting, leaving it as the last model standing! Definitely a nail-biter! Keep it simple, keep it small. There'll be more time later for the big games if you set this first one up right.

Fun and Excitement!
Okay, so you've got two small, balanced, simple forces laid out and a small table area with uncomplicated terrain (meaning it's easy to tell what it is and there aren't more than a couple kinds of terrain to remember.) Now what do you play? I would recommend a very simple mission without any special rules. The simplest mission of all, of course, is Last Man Standing. No victory points, no table quarters, just shoot and chop until there's only one side left standing. While it's a lot of fun to play Missions, keep it very simple and easy at this point. The less they have to remember, the more fun they will have.
-The next thing to remember is to be enthusiastic. Whether you are winning or they are, have a good time. Smile, laugh, make jokes. Try to describe some of the situations happening in the game maybe, just have fun! If you can, laugh when they are winning, lament when they are losing. If you fail a bunch of saves, laugh and say, "Right on!" If they fail a bunch of saves, moan, "Oh, the horror, the horror." If that's too over-the-top for you, just keep a smile and don't celebrate your successes too much.
-Explain things as you do them. "This squad is shooting at that squad." "That's 8 Bolters," (pick up 8 dice.) "I need a 3+ to hit," (roll dice, pull out the failures so they can see the successes. Then pick up the successes. "I need a 4+ to Wound," (roll dice, pull out failures.) "You need to roll this many dice for armor saves, you'll need a 3+ to survive each shot." This makes it easy for them to follow who is shooting and at what target. This also makes it easy for them to understand what each roll is for. In turn, this will help them get the mechanics of the game down more quickly. Encourage them to do it the same way. They may have a hard time doing it at first. Ask them to point to the unit and it's target. Ask them how many dice they get, then ask them what they need on each roll. Encourage them to pull out the failures first, then gather up the successes for the next roll. Even though I've been playing quite a while, I find that I prefer it when people do this for me during a game as well. It makes it easier for me to keep track of which unit is doing what, and which of my units are about to take damage. When you are playing a teaching game, it makes the mechanics very simple and straightforward. When you are playing with a veteran, it gives a better sense of control and understanding in a fast-paced game.

Playing "Down" without being obvious
The next step is actually playing the game and how you play it. Unless your friend is a very experienced wargamer or incredibly lucky, you'll have a big advantage in tactics. To avoid crushing them (which would make their first game less fun, yes?) you need to play "down" a little bit. Use caution here. If they notice that you are "taking it easy on them," they won't have as much fun. In addition, if you play too far down, you run the risk of giving them a lopsided victory, which isn't as fun either. The trick is to not be obvious about going easy on them and to keep it as close as possible.
-One great way to play down is to use unsupported attacks. If you send your character into combat against one of the enemy units, he'll probably do okay, but might get Wounded a bit. At the end of the combat, he may get stuck out in the open where your friend can shoot him. Great! It means that you've given your friend a good threat (the character in his lines killing things) and then "accidentally" allowed it to become a victim of it's own success. You can also charge a larger unit with a smaller one for a similar result. If you had added more units to either charge, it would have been bad news, but because you want to let your friend squeak out a win, you leave the support behind and let the assaults wither and die.
-Another great way of keeping them from noticing that you are going easy on them is simply not taking advantage of opportunities. There are times during the game where you realize due to the positioning and success or failure of various units that advantageous circumstances occur. For example, their Chaplain just finished a combat and is all on his own and you've got a shot with a Lascannon at him. Very simply, you should shoot something else. You might also choose not to move into Rapid-Fire range, or you might choose to move models so that they won't be able to charge due to cover or due to a move leaving them just short of their objective. Don't be obvious about it, but maybe move 5 inches instead of 6, or move slightly at an angle, so that the full 6 inch movement doesn't actually get them 6 inches closer to the enemy.
-An example would be a game I played a while back against an Eldar player with my Genestealer list. This was shortly after 4th edition had been released and I was really honing my Genestealer list to a razor's edge. At the time I was experimenting with the Scuttlers Biomorph, which would give them a likely turn 2 charge. (Genestealers in your lines on turn 2, ouch!) So this guy walks up and asks if I'd like to get in a game. Of course, I'm always looking for a game, so we agreed on a point limit and put our lists togther. I tend to have several lists available at several point levels, and I love building lists anyway, so I finished pretty quickly and waited for him. Once he finished, we agreed on a basic "Last Man Standing" Mission and started setting up.
Partway through the set up he reveals that he hasn't played in a year. On further questioning, he hadn't realized there was a new edition of 40k! I didn't say anything, but I started setting up the rest of my units slightly further back than I normally would, to give him a little extra help. Once we started playing the game, it was obvious to me that he was pretty rusty and that my Genestealers were just going to cream his forces. When I went to get my first charges, I moved the lead units so that only one unit could engage, blocking the path of the others. The following forces I either "forgot" to Fleet forward, or I used their fleet movement to angle them a bit, keeping them out of the action. That's basically the way the game went. My lead units would get shot up and charge into assault, and my following units would be a little too far away to lend support. I'm pretty sure that less than half of my Genestealer units got into charge range that game, but the lead units were still enough to take out his forces. (I had wanted to make it closer, but if I hadn't moved those lead units the right way, he would have caught on.)
After the game, I shook his hand and told him he had done well. Then I asked if he'd like a couple of suggestions. Since I was friendly about it, he agreed. I gave him a few pointers on choosing his forces (close to what he had, just adjustments) and a tip on how to set them up so they could support each other. When I ran into him again a few weeks later, he told me he'd won his last 7 games in a row and had been looking forward to playing me again! This next game I didn't go easy on him, and it was a much closer game!
Save it for Later!
Later games. Adding in new things. If you haven't used vehicles yet, add a couple in. Perhaps one per side or something so they can see how they work. In a different game, add Walkers. Lather, rinse, repeat. Once you've covered the major unit types, then you might consider messing with some of the special rules.

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