You sold me. I'm assuming the players guide is the first book I should start with? After that what should I get so I can run a campaign?
Yep, you're right, the
Player's Guide is the place to start. It has all the rules to start playing in Middle-earth.
You'll benefit greatly from the
Loremaster's Guide. Not only does it have lots of advice on bringing the game to life, it also has a bestiary, rules on magical artefacts and a breakdown of the mechanics behind the various components of the game. (In
Adventures, a Journey or an Audience can be as important {and perhaps as dangerous} as a combat and the LMG breaks down the math on these so you can make your own tables.)
Then you'll want to determine where you want to start.
Wilderland Adventures is a set of seven ready-to-run adventures that form a great campaign. You start with simple things like escorting a merchant through Mirkwood and dealing with missing Hobbits and by the end you're conferring with King Bard, fighting an ancient and evil spirit, and negotiating (hopefully — you certainly don't want to be fighting) with a Dragon.
For a slightly more sedate but open-ended start, you could look at the
Bree-land Region Guide. Usually we produce a set of adventures for an area and a corresponding regional guide. Because Bree-land is a bit smaller than some of the other regions, you get both in one hardcover volume here. So you get three ready-to-run adventures, plus several adventure outlines and lots of adventure hooks.
And, of course, there's lots more.