As an old eldar player I'd say go for it. The Eldars are one of the most challenging and fun armies to play in 40K. They have wonderful models, excellent weaponry, deadly specialised aspect warriors and very fast moving units.
If you're planing to start up an eldar army you should get a copy of their codex. Everything you'd like to know of the army is in it.
Some general advice though:
As the Eldar is a very specialised force you have to think hard before buying units. If most of your opponents are going to be Marines, then Scorpions, Swooping hawks and guardians might not be the best choises, and if your playing against orcs then Howling Banshees and Dark reapers might not fit in.
Of course you could also chose your units based on how they look or if you like their style (i did

)
Also the Eldars are quite expensive points wise. Where Marines can have several tactical squads to fill several roles on the battlefield the Eldars only have a few spcialists, and losing just one such squad can hurt you alot.
If there's anything specific you'd like to know I'd be happy to try and answer.