You need to focus your enemies, and pick each one off with precision.
However, I do think it's still possible for you to get ahead. If you don't want to try a different High Elf faction first so practice, that's going to make things added tough. I'd recommend lowering the difficulty first, since that's the only way even the Skaven can marshal THAT many full armies (be they 20-stacks of slaves or no) so early in the game.
Oh yeah, for a new player to start out as Alith Anar is a bold move.
