Firstly, welcome to the hobby
I hope your bank account is ready for the pounding that it's inevitably going to take
Corsairs are an okay core choice, they're not the strongest in the book, being regarded by a lot of people as pointless when compared to witches which are a monstrously powerful unit and the same point cost. However having said that, I take corsairs in some of my lists and they always perform better than I expect them to. They're not weak by any stretch of the imagination and compare quite well to core choices from other army books, just not ours. Also the models are cool and they're the cheapest (money wise) if you want to buy more.
Dreadspears in units of anything less than 30 (25 at a push) are generally pretty awful. You'd be better served by making them into darkshards. Also if you're taking shields on your darkshards, one big unit of 20 tends to make a surprisingly efficient combat block (for archers) if it ever comes to it. They'll usually last a turn at least.
Although be careful not to spend too many points on core. As good as our core is, it is still not as good as our special or rare choices, so trying to stick to the 25% requirement is generally a good idea
In an army the size you're looking at (roughly 1000 points), a unit of 5 cold ones is a solid choice, I use them regularly at 1000 points and am always impressed by their performance. Nice models too. And they can be used at higher points in either multiple small units or one big unit and they still perform fairly well.
For a new player, I can't say the choice of a scourgerunner fills me with confidence. It's not the strongest unit in the book, costs a fairly large amount of points which it is liable to give away fairly easily being only toughness 4 with a 4+ (or is it 5+) armour save. My advice would be to use the chariot kit to construct a cold one chariot instead, much more durable than the scourgerunner, and likely to do more damage too. And it's cheaper (115 points). And if your modelling skills are up to it at any point in the future, you'll probably be able to use the bolt thrower bits that would go on the scourgerunner to create an impromptu bolt thrower
Supreme sorceress is always a solid choice, but be careful to protect her. She costs a lot of points and is very flimsy. Definitely needs a ward save, and it would be preferable to not have her in one of your main combat units, as your enemy can (and should) single her out and put an axe in her face. At this many points it might be worth taking a normal sorceress, upgrading her to level 2, and giving her the talisman of preservation.
If you want a list of some of the "must have" units from the book, then I would probably suggest investing in:
Dark riders (fast cavalry, one of our strongest assets, board control is important, worth doing some reading around on the forums about why and how to use these guys)
Warlocks (probably overpowered, amazing unit, again worth reading around the forums even if it is just to see how many people say "these guys are briliant")
Bolt Throwers (more pew pew is always good, and these guys do it fairly well)
Witches are very powerful but also very expensive in terms of money. Maybe worth the investment if you can afford it, or maybe you don't want to use them because they're too powerful. I often feel kinda bad for using them and try to avoid it if I can.
Warriors of chaos can be a difficult opponent, good luck
"When it comes to besting the enemy, there's no such thing as 'overkill.'" - Good ol' Master Bronk
Also here's a PLOG: http://www.druchii.net/phpBB3/viewtopic.php?f=9&t=76272