It can certainly be expensive, depending on pricing and region, but if you look at some guides online for cheap ways to get into it there should be plenty of advice πi'ved certainly had lots of fun, drunk and chill games with friends for sure.
The current edition of 40k 10th edition has just released and all of the rules for all the factions and the main game can be downloaded for free so that should help you out. They also have a new game mode called combat patrol which is intended for new players and smaller games (so less investment) they have fixed unit selections but the rules are balanced for the smaller size so it can be very fun you can find the combat patrol rules on their website too.
Best bet would be to:
- pick a faction based on what's cool
- buy a combat patrol from an independent retailer (non-official shops usually have a slight discount). / if you would rather get paper minis first that works too
- assemble miniatures -try out the game use household items as terrain -if you like it, consider painting them
Didn't even realise this had happened, I always liked that pub! Classic Wolverhampton though, there is a history of 'Accidental' fires...