I think Rasputin II had a very good analysis for you regarding general tactics/strategies for this game.
I too played 40k, heavily in 3rd-5th editions, and the differences between games (while having similar core to-hit, to-wound charts) couldn't be more stark.
Another BIG thing about WHFB is planning for the meta. I don't know how broad your scope of play is (garage vs. gamestore vs. tournament) - but planning for what opponents might bring is just so different between the 2 game systems.
While in 40k you can generally focus on how to build to destroy Space Marines (or any 3+ armor variants), the same cannot be said for WHFB. Of the 16 armies that players can bring (if you count Chaos Dwarfs), really very few have even similar styles of play or focus. And while some core stats will be the same, their gear and spells will vary enough to give each its own very distinct flavor.
For you, I'd say just focus on doing what Lizards tend to do best. The consensus there seems to be that Lizards are a reliable army (leadership), with a strong magic phase (when using a Slann), that can be difficult to engage via multiple 10-man units of Javelin Skink skirmishers for core (Saurus being an optional choice really). The best killing power comes from Scar Veterans and Oldbloods mounted on Cold Ones with Great Weapons, and built as tanky as possible (all should have 1+ saves, with either re-rolls for armor, or 4+ or 5+ wards to follow). The only monsters that tend to have consistent success are the Stegadons (Ancient is generally worth the extra points for St6), and the Bastiladon (for the Lazer beam). The other monsters are quite sub-par - either lack of killing power (Trog) or lack of defense (Carno).
Focus not only on movement, but on your angles when you are positioning. When putting Skinks up to shoot, then get charged for example, think about what options the enemy will have when they break/overrun your unit. If you can setup good counters to that, then you reduce the desirability of engagement by your opponent.
Keep it up, and good luck!