Hey, glad you bought the game, hope you'll enjoy it.
As for scenarios, I'm pretty sure there's five-
Small Campaign (tutorial)-This Campaign feature a small setup and small armies. It's main purpose is to help you get the hang of things on a not so massive level. I never did this one but some like to start with it. Your call.
Coming Fury-This begins in July, 1861. This Scenario begins with fewer armies then the standerd campaign, and you are not as well established. As the North, you have a lot of troops out East, realative to the South, but your full 'war machine' isn't quite going yet and you lack substantial forces in the east. As the south your troops are conentrated in Virginia, but your forces out west, while numerous, are scattered. You face the massive task of creating major armies, building forts, building a navy, organizng forces, getting weapon purchased for your new troops and more all with a measly economy. It's very hard, but if you like a challenge, then try it. Both armies are also poised to fight at Bull Run on the first turn as well.
Coming Fury( balanced economy)-this is identical to the last scenario, except that it helps the suth out a bit. It gives them a better ecenomical start, and while not as realistic, it's a bit easier. This was my second campaign I did, and while i did lose, it was easier than the other coming fury scenario.
Standerd Campaign-This is the general campaign that begins in November, 1861. By this time the north has around 140,000 troops in the Eastern theatre and is well off, and in the West has around 80-100,000. Your divisions are semi established and the war already has some frontlies, etc. While you will need more mork in the west, in the East, you are ready (well, almost) for battle. Your economy is fine and your navy massive. As the South you have around 70,000 troops in VA, a small but reliable navy, as well as two small armies out west along with scattered divisions. Much work is still needed, but you are well on your way.
Southern Steel-My favorite! This scenario is (I'm pretty sure, but I get this and the standerd campaign mixed up) the toughest for the south and one of the most realistic. Troops are all the same as the last one (it too begins in November) but the ecenomics are in favour of the north (as they were). This requires a risk taking player for the south like Lee and a player who can exploit the Northern advandtages like Grant. Forge of Freedom at it's finest.
But the great thing about all these scenarios, are the options. You can customize how much the economy in any of these is a factor, or how much politics and foriegn relations matter. This can be as simple-or as complex-as you want. I hope you will have a fun time!
Good luck, general!