Warhammer 40k

I would recommend starting with the introduction section of one of the rulebooks. The big ass rulebooks lay it all out for beginners, from the history of the imperium to an overview of the various alien factions. From there you can dive into novels and stuff.

The 3rd and 4th edition rulebooks are my personal favorites, although those are pretty dated if you're looking for modern lore on Primaris marines, Votann, new Eldar factions, or the return of the Emperor's holy sons [REDACTED] and [REDACTED].

If you're interested in a specific faction, that faction's codex will have reams of lore.

https://mega.nz/folder/MnpwFSKa#VP87K5isWgIYPyQtcTjkVw

Eisenhorn

If you're interested in reading any of the books, I would recommend starting with the Horus Heresy novels. There are a lot of them, and some are better than others, but the first three are a good place to start. They're sort of the bigining of everything and lay a good foundation for the lore moving forward. The Lexicanum is a good wiki to rabbit hole on if you just want to ingest raw lore.

Click yourself randomly through lexicanum and pick a book based on which stories you find the most intriguing. Or start with the Horus Heresy, they're not bad books and it's chronologically in order

Horus Heresy. Specifically Horus Rising os a good starting point. From a human point of view.

Not sure beyond that.

I actually stalled out on the Horus Heresy as my entry point into WH40k. I absolutely devoured Gaunt's Ghosts though. Military sci-fi told from the perspective of a regiment of Imperial Marines and their commissar/officer, Ibram Gaunt.

I started a few years ago, got hooked by the novella I got as an extra in the Mechanicus game. So I started to look where to start, just as you, and ended with this Horus Heresy Spoiler-Free reading order (kind of overwhelming, tbh). You could start with the first 3, then choose your own path (or not, no need to push yourself). Iirc the first book tells you how everything started and ended, and all those books are just deep dives in the point of view of a main character/legion/faction.

Fast forward to 40k: Einserhorn novels are great too.

Happy reading!

I just recently decided to get into the lore myself, from my research the three consistent recommendations on all the lists are (in no particular order):

Eisenhorn

Horus Heresy

Gaunt's Ghosts

Another vote for Horus Rising. They're also in audiobook format. Just keep in mind the Horus Heresy time period is 10k years before current 40k so it's kinda WH 30k and there is not a lot of xenos/alien content in there.

Almost anything by Dan Abnett is gold. I would put Chris Wraight in a very close second place and Aaron Dempski Bowden (ADB) in a close third. There are other good authors too John French and Graham McNeil.

Good standalone stories set in current 40k are also Armageddon, Dante, Blades of Damocles, And Lords of Silence (Chaos Space Marines)

Gaunt's Ghosts is a great series about the Imperial Guard/Astra Militarum

Eisenhorn is a good Inquisitor series written like James Bond books.

Ciaphas Cain is for some lighthearted fun in a grimdark universe

Many people are recommending the Horus Heresy books (nothing wrong with that) but I'd say that if they don't appeal, don't worry about it. I've been interested in this stuff since the late 1990s and haven't read any of the Horus Heresy. Space Marine lore doesn't interest me particularly but this has never hampered my ability to engage with the setting.