Alternatives to Citadel / Games Workshop Paints
Citadel paints are essentially just acrylic paints. If you're not sure you want to make the investment yet, you can use any standard craft-grade acrylic paint while you practice; I'd recommend investing in a flow medium to help prevent obscuring the small details in your miniatures, and not starting with any valued ones. (Dollar store plastic army men are a great way to practice.)

The advantage of Citadel and other paints formulated for miniatures is that they're designed to use on very small, very detailed objects. Basic craft acrylics tend to be designed for use over larger areas on larger objects, and thus tend to be thicker with a coarser pigmentation. Miniature paints use an acrylic medium with a greater flow, and pigments and mica (metallic pigments) with a finer grind, to enhance their appearance on miniatures. This difference in formulation contributes to the difference in price between the small pots of miniature paint and large bottles of craft paint.