Well, no matter what model I paint, I always start with the face. It means you can concentrate solely on that area with no distractions or worry of messing up other areas.
Then I move on to the deepest area e.g trousers/undershirt that sort of thing and work my way out gradually getting to the area highest off the model.
As a general pointer, for Thrain, you will need: a couple of greys for the beard, base coating with something like Stormvermin Fur, washing that with Agrax Earthshade and then highlight with Dawnstone and Administratum Grey; for the clothing that will mostly be browns so perhaps the main section would be Rhinox Hide, highlight Gorthor Brown and Baneblade Brown, then wash with Agrax Earthshade. You can then apply the embroidery lines with Steel Legion Drab.
The main thing you will have to remember is that he should look dirty so wherever possible, apply brown washes as shading and at the end dry brush the bottom of his clothing successively with Rhinox Hide, Steel Legion Drab and then Ushabti Bone very lightly.
Hope this helps