I also just started with Forza 4 after GT3,4 and 5. So far, the story mode and layout of the races is much better. I just jumped in, was given a starter car and began racing. Between that and competing in online rivals mode, you can build a collection and credits quickly.
Also, the World Tour is interesting. You have a level, and it takes you to certain tracks. From that point, you'll see a few choices of races depending on the car in which you are currently. If you don't want to use it or want to try a different race, you can select a different car. The game will then give you different options. Not every car can be used on every event, but there are a lot of choices. You can also just go the series, like a class championship or manufacturer event, and progress through the tracks.
Finally, the game has an affinity element, in which you get manufacturer awards and discounts for driving their cars. So, if you're a mod freak and are worried about money, just use a favorite car in stock form a few times and you'll have no problem affording the add ons. (I'm trying to avoid anything that would be considered a spoiler).
Edit - You do have to watch the class changes when upgrading. Changing tires will raise the class pretty quickly, for instance, and if you get carried away you may wind up racing a Subaru Legacy GT against McLarens.