http://wh40k.lexicanum.com/wiki/Warhammer_40,00 Have a browse through that. There is about 30 years worth of lore to go through which is far too much to start ranting off on a forum. Avoid Grey Knight lore until much later. It's ridiculous. Unless you like things that are so overpowered they could probably take on, and beat, every other Sci Fi universe completely naked while eating crumpets and drinking diet pepsi.