Hi, I'm wanting to give the genre a go, I have no experience. I do have Warhammer 40,000 Dawn of War, though I'm yet to play it. Would any of these be better for an amateur?

They are all substantially different games than traditional RTS games like Warhammer 40,000 Dawn of War. There are some basics that are shared of course, especially for Total War's battles (rather than the campaign map), but it's more fair in my opinion to see TW as its own beast compared to RTS in the strict meaning of the category that have their own learning curve.

With that said, most games support difficulty levels including "Easy" which is a nice sandbox to try things out when starting your first campaign. In my opinion Rome and Medieval 2 are good choices to start with, as long as you can stomach some of the quirkness that they have as old games. Alternatively, you can wait a little bit and see if the more modern games that are coming in the future are of more interest to you, they have better QOL features and may be easier to start with.

My actual first recommendation for a beginner would be Shogun 2, but unfortunately that one is neither released nor announced to be coming to GOG for now :(

All of them, save Total War Alexander, are a good place to start. The games are different than the standard RTS, especially if you are coming from Dawn of War, which is a great game on its own. I would save Total War Alexander for when you have mastered the other games, especially Total War Rome, which is what Alexander was built upon. Alexander starts you with a massive army and no real economy to support it, forcing you to go on a conquering binge to build up the resources to support the army before attrition starts taking its toll. Shogun is, in my opinion, clearly the easiest to start with. The later games add more options and complexity.