Two years ago I was new to the Warhammer 40K setting and I wanted to check out the universe. I'm mostly interested in books, I don't play the tabletop game.
So where to start? Lots of folks online recommend the Eisenhorn series as a good starting point. I mostly agree but you can safely start with any stand alone novel or first entry in a series. No one novel will communicate the breadth and depth of the setting, so no matter where you start you'll have some "oh what's that?" type questions or even misconceptions.
For example, in Eisenhorn the first Astartes (Space Marine) you encounter is from the Emperor's Children faction. I found this incredibly confusing at first because the Astartes was presented as a bad guy (i.e. against the Imperium). But how could that be, they are literally named "Emperor's Children"? Surely that's the name of a pro-Imperium faction. Incorrect! The Emperor's Children are not pro-Imperium and from the point of view of Eisenhorn are definitely baddies. No matter where you start there's just too much world already built for you to not have misunderstandings, and that's part of the appeal.
Okay let's do a blitz of the 40K novels I've read so far.
Eisenhorn 1-3 (Omnibus): very fun secret agent/detective stories. Great starting point. You will become very concerned about Eisenhorn's decision making!
Horus Heresy 1 (Horus Rising): The pedants will say its a Warhammer 30K novel. Nice intro to the Horus Heresy series and you can really tell they were expecting this to be about a dozen books or so. Goes down smooth with the right amount of grandeur, like a mythical milkshake.
Horus Heresy 2 (False Gods): This is when Horus decides to heresy, it's a fine continuation of Horus Rising. Really strong scene of Horus's closest Space Marine troopers taking him to medical through a large crowd.
Horus Heresy 3 (Galaxy in Flames): My favorite of the early Heresy books. Uses the dramatic irony of the audience knowing the heresy is going to happen (but the characters do not) the best. Has a few scenes that remind you this is a tabletop setting where named characters are in a no-survival scenario yet manage to survive.
Horus Heresy 4 (The Flight of the Eisenstein): A fantastic action-movie plot undermined by the unbearable dullness of Garro.
Horus Heresy 5 (Fulgrim): Hey remember how I was confused about the Emperor's Children from Eisenhorn? I'm not confused about that anymore. I'm confused about other, FAR WORSE things now instead.
Ok after those five Heresy Books I needed a break from this universe. I read a few other things before I heard the cherubic choir calling me back. I was still on the fence about how deep to go into the Heresy series so I decided to return to some 40K books.
Carcharodons Red Tithe: Space Sharks versus Space Edgelords! The same kind of dumb fun as when you're a kid having stick fights with the other kids.
Salamanders Omnibus: Salamanders are so cool and yet this was the first 40K book I just couldn't bother to finish. I think I read the first book in the Omnibus but stopped about halfway through the second.
The Devastation of Baal: There are a lot of named characters here that I had to look up. Nevertheless, I love me some Blood Angels. I'm surprised how well the Tyranid POV sections worked.
Sanguinius The Great Angel: If you like Sanguinius you'll like this well enough. Nice tie-ins to other Heresy books. By Warhammer law everyone has to pick their favorite primarchs and I love Sanguinius and Corax. Gimme my beautiful sad bird boys!
I read the Siege of Terra back-to-back so these next mini reviews might bleed into one another.
Siege of Terra 1 (The Solar War): Ok we're back to the Horus Heresy proper. I decided I was not going to read all the Heresy books so I skipped straight to the Siege. I enjoyed the naval space combat and would start to miss it in later books.
Siege of Terra 2 (The Lost and the Damned): The traitors are landing! Abaddon is getting the ick from Horus! Katsuhiro please continue to ground me from these melodramatic transhumans.
Siege of Terra 3 (The First Wall): Fun book about Perturabo v Dorn. My favorite primarch power couple. Fun sub plot about a human fighter named Zenobi.
Siege of Terra 4 (Saturnine): Possibly the most entertaining grand sci-fi war novel ever written. Completely sells the scale of the siege while following a few critical characters. Three distinct flavors of battle, highlighted by Abaddon's Saturnine gambit.
Siege of Terra 5 (Mortis): This one dragged along.
Siege of Terra 6 (Warhawk): Shiban Khan rules. Jaghatai Khan rules. The White Scars rule. The Death Guard are delightfully wretched. Giant flying saucer shield? Yes please.
Siege of Terra 7 (Echoes of Eternity): Look I'm a sucker for Sanguinius content so this one is peak. Absolutely everything is completely fucked. Everyone involved knows this and they're all the more real for holding the line away. Vulkan, my boy, lives. Sanguinius cements his place as the number one primarch forever. My favorite book of the Siege and of the Horus Heresy series. Zephon you can bring me sorrow anytime bud.
Siege of Terra 8-10 (The End and the Death): By this point I have a better understanding of the 40K setting. As a writer I am all too aware that writing this ending is a nigh impossible task - yet Abnett succeeds. This one is weird, it's silly, it's impenetrable, it's how it had to be. Sanguinius does what he must. The Emperor does too. Some of it is cheesy, some is genuinely moving, really impressed with what Abnett pulls off here.
Siege of Terra 11 (Era of Ruin): I have this one in hardcover and I gotta say those Games Workshop folks know how to print a gorgeous book. Lots of nice short stories. Shiban Khan continues to rule.
Horus Heresy 14 (The First Heretic): Theoretical: Lorgar sucks.
Horus Heresy 19 (Know No Fear): Practical: Guilliman punches a dude's head off.
Oaths of Damnation: Tightly focused and very grim. This book is elevated by the fact that The Exorcists are a really interesting chapter but it's just lots of fighting.
Roboute Guilliman Lord of Ultramar: Don't bother.
Brothers of the Snake: Just barely enough human characters to make this a sufficiently grounded Space Marine book. Does a cool job of starting with a small conflict and roughly doubling it over and over.
Pariah: Another secret agent story like Eisenhorn but with a more likable protagonist.
Spear of The Emperor: No joke this is probably the best Space Marine book - maybe even the best 40K book I've read. It's restrained, there are tons of normal (for 40K) humans to ground the story. Author Aaron Dembski-Bowden writes a fantastically paced story that grows with the steady inevitability of and incoming tide. Redden the earth.
Ok I think that's all the ones I've read so far! If you are brand new to the setting you can't go wrong starting with Eisenhorn but if you want to enter the universe from a different angle I might start with Spear of The Emperor or Brothers of the Snake.