Of any advice or guidance I could give, I would say, “Think outside the box.” We hear this cliché saying all the time, but nowhere does it hold more truth then in terrain building. Another name for this would be repurposing. This is the art of using your imagination. Most of the time, you will begin to see a project by simply turning an object up-side-down, or by imagining it in a different use. My number one found object is the extra large plastic disposable drink cup (I particularly like the ones from Burger King.) With a little effort they can become 40k condensing towers for a nuclear power plant to a hive spire for an Epic Armageddon board.
When collecting terrain bits, watch the ground for interesting stuff. When walking into and out of local shopping centers look at the ground. You will be surprised how many cool toys and useable terrain bits you will find just by looking for them on the ground. I have found oversized guns, robot parts, and Styrofoam bits just by spotting them on the ground.
I also will buy items that will work as terrain, especially on the cheap. Garage sales, thrift, and discount stores are real gold mines for terrain construction. Again I cannot emphasize enough the first point of looking at items creatively. Toys are a great place to start but other items can be equally useful. One item type that I will look at with a careful eye is statuary and nick-knacks. These can easily be turned into nice centerpieces for fighting over.
The big thing here is getting back to your childhood where you could take some sticks and mud and make the coolest fort for your action figures. The toughest part will be starting your first terrain piece. Once you get past that it is all downhill.
~So how about a little exercise? Go to your bathroom, look around for an object that looks interesting, and then come back here and tell us what it is and how you would use it for Warhammer terrain. There are no right or wrong answers, and remember this is for fun. Take some pics and post up links if you have them.