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.

Okay, off the top of my head this is what I know about warhammer 40K. [spoiler] Humanity is a theocracy whose God/emperor is on life support. Other species are the Eldar (space elves, they keep their souls in little stones to prevent slanesh from getting ahold of them) there is also another group of them known as the dark Eldar (extremely depraved Eldar.) Necrons: undead machines. the Tau (I don't know a whole lot about them, apparently their culture emphasizes the greater good or something.). The tyranids: bugs. Da orks (exactly what it sounds like, they reproduce asexually and generate small psychic fields that make whatever they believe become reality ex: red vehicles go faster because orks believe they go faster, also some have an innate understanding of mechanics and medicine.) Finally there are the Chaos gods, I heard they were a bastardization of the Norse gods but I have no idea which ones, except Odin for khorne. Nurgle: God of disease and pestilence. Khorne: God of war, blood, etc: pretty self explanatory. Slanesh: God of hedonism, created by the Eldar. Tzech?: God of plots, sorcery, etc.[/spoiler]

Dawn of War 2 was great. Some balancing issues, but I put so much time into that survival/horde mode.

Well with hope this video should provide a some amount of knowledge towards the EARLY history of the universe, minus an important point about the Dark Age of Technology for Mankind IIRC. While this is a more comedic summary it's still a decent source of knowledge, and besides this I'd recommend the following other sources for lore: [spoiler]-Other 40k YouTube channels. they have a few dedicated to lore. -A 40k rulebook. You can find a PDF online if you don't wanna get a physical copy. 40k rule books and codices as I've seen contain primarily lore first before going into rules. -40k Novels. They have a LOT of them, but right now they're working on a series known as the "Horus Heresy", which takes place in the 31st Millenium. Most of the events of this series have had lasting effects on the universe, defining the Imperium and the forces of Chaos. Of course there's also other novels involving many other notable events of the universe, any in reference to a "Black Crudade" or a place called "Armageddon" being good examples of notable events.[/spoiler] I hope that you'll enjoy those sources of information, but besides that I'd like to try my own hand at giving a quick summary from mostly humanity's point of view. Before I start I should mention this important fact: There are two halves to this universe: -The Materium: Reality, the physical world, effectively where we are right now. -The Immaterium: A realm made up of the thoughts of all living things, effectively. Around the point of 40k it's an Eldritch Hell that mankind is forced to rely on to achieve faster than light travel because of how time works differently within it. It's mostly known as the Warp and the home of the forces of Chaos. [spoiler]Imagine a figure strong enough to be considered a god being created during the early stages of mankind. Created from the group sacrifice of many different shamans, beings born with the means to use the warp to alter reality around them at the cost of the warp making attempts to hunt them down in return. Throughout human history as we know it and past that this figure kept in hiding, while our actions ended up slowly developing the warp as it is today. Our Crusades creates Khorne, our plagues created Nuurgle, and Tzeetch happened too somehow you'd have to ask somebody else there. Yet despite all that the warp wasn't all too dangerous yet. That wasn't until much much later, and by that point mankind had their rule over most of the Galaxy. While mostly relying on robots to do almost everything, mankind had the best tech, one of the strongest governments, and the means to colonize just about any planet with ease. One of their biggest competitors was the Eldar Empire, which whilst much older and gifted with natural amounts of control over the warp (this today is known as being a psyker), were also extremely arrogant and the biggest hedonists you'll ever hear of. Each empire fell in their own way. The Eldar did so through a massive orgy. This orgy created the Chaos God Slaneesh and turned the Warp into a unstable ocean with active storms of it apparing in the Materium. Most of the Eldar empire was killed by this, their Souls devoured by this new God and most of their old Pantheon slayed in the same way (this pantheon are different gods entirely from the chaos gods, just to make sure nobody gets confused). Mankind's Empire did so through the revolution of their robotic forces, which will be known as the Men of Iron rebellion. This combined with the current dangers the warp provided by a certain new god's birth left most planets to fend for themselves against both robots and demons. Remember the God-like fellow made from human shamans I mentioned earlier? It's around the time that most of mankind is now on all these different planets, now living pre-industrial societies of different sorts that he decided to finally reveal himself and try and set mankind straight. Starting with his first draft beings made in his image, he started his empire on Terra. From there he made his second draft, and got to work on two things. The first was to try and take more and more of the Galaxy, in a quest to reunite mankind under his rule. The second was to create himself legitimate children who would assist him in his rule, allow him to create the third draft, and to lead them in completing his quest of making mankind not only great again, but also greater than ever before. Unfortunately these children were all separated from him shorty after birth due to the scheming of Chaos. His crusade continued regardless, although in this case it's now partially so that he can find his children and unite them under him. While their lives were all greatly affected by the planets that raised them in their own different ways each, this man now known as the Emperor found his children, now grown men and ultimately all made into his Primarchs. Each Primarch was the template to create Space Marine legions in sort of their image. Specially chosen people to be forever changed through genetic modification (namely through use a "gene-seed" coming from the Primarch in question) and insertion of a black carapace system (among other things) to make them the most powerful warriors known to man, clad in power armor made for them. While the Warp's gods still put up resistance along the way, the Emperor made his efforts to defeat it. He sought to eliminate religion, seeing it as nothing but the cause of so much trouble and fuel for Chaos. He sought to eliminate warp travel the same way the Eldar had done (which was how a good sum of their race survived other than being within specially made worlds full of Eldar who saw the hedonism as a big issue in time) by creating a means for mankind to access the webway (it's a travel system that sort of borders the two realms, also large enough for a city in some places), and he also had a few other things about his empire that are of note but not enough for the big picture (arguably). Though all this was ultimately for nought. Some of the Emperor's sons, the Primarchs, fell to chaos and decided to rebel against him. The most notable of them being the son he chose to be the warmaster of his empire, Horus. The Horus Heresy as it's called today almost ended the Imperium of Man, only stopped when the traitor legions were defeated on Terra and when Horus was slain by the Emperor in combat. But because of all this the forces of Chaos had new champions for their cause, the webway for mankind was destroyed, and the Emperor was on the brink of death. The Emperor was placed on his golden throne to keep him as alive as possible (as barely as imaginable) and to light the astronomicon, a lighthouse in the warp allowing navigation through it to be much easier. The Imperium began to reorganize itself to avoid having such a calamity ever occur again, and a new government was put into place to rule on Terra while the Emperor sat in his Golden Throne. This was the 31st millennium. In the course of 10 millennia mankind had gained new technologies, new worlds, new cultures, and much more. But the Imperium of man in the 41st millennium is one of blindly religious zealots fighting wars on all sides against their enemies, be they heretics, traitors, mutants, or Xenos. Unwilling to innovate, only excavate blueprints for technology they once had, unwilling to negotiate (for the most part) except with violence, but willing to make an many sacrifices as needed to keep itself going; the Imperium intends to survive and become the strongest force of the Galaxy in the name of the God Emperor of Mankind, who sits on his golden throne in Holy Terra. [/spoiler] Damn, that's still long.

Start with Space Wolves lore. Definitely one of the least crazy Chapters of Space Marines. That, and they have the oldest living Space Marine still alive.