The Warhammer 40K universe is a fairly unique one amongst long-running science fiction properties, in that unlike Star Wars, Star Trek, and other futuristic settings, even its most ardent fans would not want to live there. :)
One of the best things about the universe is how comically overpowered everything seems. If you look at what goes into the creation of a single Space Marine devoid of context, it seems absurd: these guys are nine foot tall behemoths possessing superhuman strength and agility, an organ that auto-filters poisons from their system, the ability to spit literal acid, insta-clot blood, a reinforced skeleton right beneath their skin that renders them impervious to small arms fire, backup organs including a second heart in case the first one gets damaged, and of course the iconic power armor that not only protects them from heavier artillery, but also lets them wield a pistol which is the equivalent of a modern-day rapid-fire rocket launcher in one hand and a massive sword complete with a chainsaw blade in the other. And these guys travel around in squads, with buddies who carry bigger versions of those rapid-fire rocket launchers, flame throwers, plasma launchers, and gauntlets that make things explode just by punching them. On the face of things, that's nuts, and it only gets crazier when you learn about Space Marine Terminators, who are bigger, tougher, carry even heavier weaponry, and come with even more protective armor.
But then you look at what the average Space Marine is dispatched to fight, and you realize even the most hilariously over-powered version of these guys is statistically unlikely to survive their first encounter on the battlefield. And literally every faction in 40K is built like this.
Games Workshop has done a great job over the last several decades building up the lore of their setting, then expanding on it with top-notch writers and artists. Honestly, the biggest knock against it is that, like many comic franchises, it has grown so large that it's almost impossible for a newcomer to figure out where to start. I'd say you did it the best way, by finding a faction that appealed to you and diving right in. The Adepta Sororitas and Imperial Guard are both great gateways in that you're dealing with main characters who are entirely (or almost entirely) human.
I look forward to seeing what you explore next! :D
I definitely have an interest in it all, but like you said there's so much to it that it definitely can seem overwhelming with figuring out where to start. I am British so I spent my life walking by Games Workshop buildings and seeing the Warhammer books all over the place, but it's something that I never knew had so much depth to it back then, I really thought it was just about the models growing up, completely oblivious that there was actually an entire game around them beyond just painting and collecting. It wasn't until about two or three years ago that I came across Karl Kopinski's art. He was one of the artists that worked at Games Workshop back in the day and has some truly incredible paintings. The first I stumbled across were the Sisters of Battle. From there I did notice an interest appearing when it came to the art side of things. If you haven't seen his works before, I highly recommend looking his Warhammer art up.
I can tell that the franchise hasn't had the best attention when it comes to games, I have a few of them that I haven't been able to play and I'm really wanting to get into them. I started Space Marine before I went travelling, and the sequel that came out looks beautiful. I started going through Mechanicus too but didn't get too far into that. I'm going to go through some more of the comics and just take in what I can, I did see that Marvel handled the publishing of a few others over the last few years.
If you have any recommendations on comics or even the games, feel free to suggest some! I would have a bit more interest in the books but they definitely aren't available in Georgia and I don't have the time to jump into so many books all at once at the moment.
I love it. The scale of it all too. Things like Imperator-class Titans are just so silly but at the same time so cool and deeply threatening. Basically a big walking church with gigantic guns on it. I think it's that over-the-top science fiction side of it that is suddenly just pulling me in. I have always loved fantasy and science fiction, and the two being mixed together in such ridiculous ways definitely speaks to me. I do think getting into it all now is a great time with how much more attention to detail the franchise seems to be getting. The quality of games over the past few years has definitely been increasing. And I think they're realising that there's a massive amount of interest in it.
There's a bit of a learning curve to it, but Space Hulk: Deathwing is a fun Looter Shooter set inside the Olethros, a gigantic dead ship teeming with Genestealers and Tyranids. It's sort of like Borderlands mixed with Diablo. There are some free DLC packs for it as well as a function that lets you replay the game with procedurally-generated missionss for every chapter, so it's always a new experience. They did really well with this one, IMO.
Book-wise, the Caiphas Cain stories by Sandy Mitchell are great starting points. Cain is a hilarious protagonist, an exceptionally-skilled yet world-weary Commissar of the Imperial Guard who does everything he possibly can to be where the fighting is not, yet always winds up in the thick of things through some twist of fate. Cain's actions usually result in him saving the lives of the people under his command while accidentally delivering decisive blows to whatever foe they are facing, so the Guardsmen view him as one of the most heroic leaders of the Imperium, when he sees himself as anything but. Hero of the Imperium is an omnibus collection of the first three novels in the series, with a few short stories thrown in as well. And if you enjoy that, there are something like seven additional novels and another ten or so short stories detailing his exploits.
Death World by Steve Lyons is another enjoyable Imperial Guard novel, very much in the vein of the first Predator film, where you have a group of highly-trained badasses going up against a colony of Orks who have set up shop on an incredibly dangerous planet.
The Book of Martyrs is an Adepta Sororitas omnibus that you'll probably enjoy too, since you liked the comic so much.