Good choice ( I think)
The way I started into 40K was through Witch Hunters. They are a beautiful army to paint, as are there allies the Daemon Hunters, however they both are not very easy or forgiving armies when you are learning how to play the game. Both armies have a wide vaiety of special rules (faith points, aegis, sustained assault for deamons against grey knights, etc) that make they rather confusing to someone learning the game. I do agree with the previous post, Space Marines are a solid force and great to learn with. They are relatively inexpensive when compare to either inquisitorial army, have a wide range of flexibilty for play style, conversions, and army composition which make them appealing to the new player. By all means play what you like, but understand that both the armies you have mentioned are more finesse type armies that work well when used properly by an experienced player.
To answer your question, no on both counts. Daemon Hunters can attach space marines however I do not think they can bring either heavy or fast attack choices into the base Daemon Hunter force. The same applies to Witch Hunters but is also more restrictive. Space Marines will not fight in an Adeptus Soretis (Sisters of Battle) army, although you can attach Sisters to a Space Marine army, or even a Daemon Hunter army if you wish. Again there are limits as to what types of troops you can bring depending on the force being allied.
Hope this helps!