Yup... And people wonder why some went over to Chaos. Be a slave to the Emperor (willing or not willing) or go completely balls to the wall evil so that you can stop the Tryanids.Yeah, there's a ton of lore. The 40k universe has been around since 1987. They've wrote a bunch of novels and made a number of tabletop RPG campaigns, a number of computer games too, so there's a ton of history and story. Plus there's quite a bit of stuff to read about just the technology and such. I mean, the space marines are basically hulking 8 foot tall genetically and cybernetically enhanced superhuman super soldiers in Iron Man hulk buster armor with bolt guns that shoot .75 caliber(19mm) high explosive armor piercing rockets. All that set in a universe were if you commit any heresy, or if your faith in the emperor waivers you'll get a boltgun round to the head or be turned into a semi-sentient servitor by having parts of your brain carved out and having control chips installed and cybernetics implants installed for whatever task you're being designed to serve the Imperium.
Personally, I like Orks and Tau. Orks iz fun cuz dey haz da brainz dey need when deyz spawned. Orkz iz made off fungus so when dey die, spores cova de area an den more off em spring up a year later. Dey no whoz in charge cuz da biggest Ork is da warboss. (Also every one of them is psychic without any of them really knowing. Because of this, things happen because all of them believe it will happen. For example: an Ork gun does not actually function. It is basically a tube, a trigger, and a hole where the bullets go in. A human can't fire it because it doesn't work but a Ork can because he believes that it will work and the mass psychic energy that all of the Orks produce as a whole makes it happen. That's why some pictures of Orks have 2 guns each with 3 barrels and 7 linked bullet feeds. It can't work because you can't load 2 bullets behind each other and still have them fire normally, but an Ork can fire it because "orks iz better at shootin' den dem 'umies")
Tau fight for the greater good from the safety of their mech suits. They are smaller, not the best shot, but they have so many technological advancements that they almost never miss. The imperials have been raging a continuous war with tanks, space marines and space ships for over 10,000 years. The Tau went from rock banging cave men to Mech Savants in 6,000 years. Quite the rapid advancement. They also love railguns, mobility, robits, and painting targets with lasers.