Welcome to the depths of deception and cruelty, and I was in the same boat as you, dark eldar was my first army, going from 0 experience to learning how to play with one of the most tactically challenging armies 40k has wasn't easy, but I'll be damned if it didn't get me hooked. I was the only DE player in the area and this had very little help as I didn't discover the dark city till towards the end of 7th edition (I started in 5th Ed).
So ... For what you are missing, depends ... Do you have an idea of how you want your army to play? As in heavy shooting or heavy melee? I went melee at first then went shooting ... And found I liked the melee more and thus have more focussed on the melee but I can still make a solid army of both.
I would say a few solid picks to go either way would be 3 raiders, 2-3 venom, 2-3 kabalite units (one of which becomes 2 units of Trueborn) 2 units of wyches (again one box becomes a unit of the elite version) 2 ravagers, a Razorwing jetfighter, you have a unit of reavers, and a second unit of scourge and a unit of incubi, and lastly a succubus. I didn't add any coven as I don't play them and can't really advise on them. But that collection gives you a bit of both shooty and melee to try out and see which you like the feel of.
Next for the "must it be modelled with the weapon to use it" as dumpeal said ... It depends on how competitive you get ... Granted it's pretty hard to actually model them with the weapons as scourge and Trueborn can take more copies of a weapon then their kit comes with, as in scourge can be fielded with 4 dark lances ... the kit only comes with one ... Same with Trueborn, they are built of a the standard Kabalite warriors box, but that box only comes with one copy of each special weapon so ... I tend to just tell my opponent at the start who is holding what, and it's never been a problem.
But after right say all that I say this, a list is only as good as the player, make a list you want to play, then play it over and over and over and over, learn it inside and out and you will stand a chance against any opponent, of course there will be fights that are harder than others.
So again, welcome and good luck