As I have not played KoW yet, I have some problems understanding the choice of the unit sizes.
Especially - why should I have anything else but hordes? 
The stats of the smaller units seem to be so bad compared to hordes or legions?
Is it just about the movement?
What am I missing?
Sorry if this is a really stupid question .
I was just about to start working on the multibases for my NA miniatures, when the insecurity hit hard. 
Some units can’t be taken in hordes. Most hordes don’t have easy access to crushing strength and thunderous charge.
In a game of precise movement, hordes can be ungainly and difficult to manouver.
But as you say, you have’t played yet, so the stats are all you have to go on. You’ll realise when you play.
Good Question @Palindra
On a modelling point, where possible, make everything troop size, or Regiment size for Monstrous infantry etc. so that you can bulk up for bigger units or stay small as the need arises.
That said, you can have a lot more fun when building diorama style hordes, which for me is a key factor.
As to the gaming side of things, you have two points to consider, a) unit footprint and ease of movement as its all about the use of terrain in KoW.
Secondly, the combination you need to unlock the best monsters, characters etc.
Maybe I should play with paper-footprint-units before building? 
Each army is different , and each unit too. So work out points cost per attack etc to get optimum unit size, for instance: Pack hunters are 110 for troop, but 145 for regiment, so it costs 35 for the upgrade, but it only gives 2 extra attacks and 1 additional unit strength and 4 more Nerve
in general terms, irregular type fluff units or shooty units are best kept small, and the same goes for big hitters, whereas core units tend to work best in regiments and hordes
If you make the units in troops in the first place , it only takes seconds to double them up for a regiment or 4 troop units to make it a horde
Yes!! That’s a point for sure - but being flexible is also good… decisions, decisions… 
This is a nice little helpful advice!! Thx! 
one further use of small units is that they are cheap and cheerful, and can be left in the back of your side of the battlefield to protect war engines and generally, your whole army from attack by flyers in your rear. They don’t cost much, can hold objectives, or destroy objectives if that is needed and so on
I do the same as Nav. I build the multibases for the smallest base available for the unit in the rules and add those multibases to movement trays for bigger unit sizes.
So for example I’d build my zombie units as regiment multibases and then build movement trays to take those multibases and make them horde or legion sized if required.
You can see below the two detachments become a regiment using the tray.
A lot of it is flexibility in game:
a shooting horde can only target one unit, and only takes a single hero to shut down - two regiments/troops can target separate enemies and need two units to shut them down.
a combat horde might survive two rounds against an enemy hammer, but 2 regiments WILL take at least 2 rounds to kill; a horde is easier to multicharge and less flexible with deployment etc.
Modeling wise, I tend to build most combat units as regiments and more scout/light units in troops
So OK, this all speaks for smaller units… still worried about the nerve stat though 
There are first and foremost practical reasons for making the units smaller. like transport. It is often easier to transport troops than a horde, unless you assemble the weapons sticking out in all angles.
also flexibility reasons in your list - if you made a horde base, how would you ever change your list to try a regiment + a troop instead of the horde?
basing in the smaller multiplum allows you to have more combinations in your army, and allows for easier transport.
that does not mean you don’t end up playing your units as hordes, which you may.
Regiments unlock, have unit strength, and can still do many functions. Even fight a bit.
Nerve is an interesting mechanic, sure a regiment will usually disappear when hit by a proper hammer, but that’s probably what a regular regiment should do - and even Hordes can disappear in one hit, if two hammers (or a Horde of Knights) crashes into them!
One important thing with Nerve is that its still a 2d6 roll, probably with a reroll from Inspiring, so its not nearly as dire as it feels. Of course running Soul Reavers is a little spooky every time, but 15/17 can still hold through a hit or two!
in regards to Nerve tests, the biggar the unit, the more it is perceived as a threat, and the more that you will throw everything at it, to make sure it goes down and stays down
and let us not forget how beautiful a legion is
Hey - I just started cutting all the troop bases 
If legion is an option, in your army, then you have 2 options. First, as already discussed add more troops to complete the legion footprint. Or second option, which is my favourite make a legion base with a large space to fit your horde in, and additional models in the extra bit to complete the PMC permitted model count. (As most of my units don’t use the first method, but are instead dioramas),
To give you a working example of a legion base.
No legion for the human Clansmen 
