I would Google if you have a wargames store physically near you. If you do, go say hi, find out what sort of games they run, whether they do board game nights, etc.

In terms of books, my 2 fav series are the Soul Drinkers, which are books about how space marines are corrupted and their point of view, and Guant's Ghosts, a scrappy group of imperial guardsmen just trying to do their job and survive from one day to the next.

Games are more tricky to recommend because there's a lot of absolute trash out there. I've been having fun with Darktide lately, a 4-player coop FPS.

I liked the Ciaphas Cane books. They are sort of comedic which fits the very ironic world of 40k nicely from my pov. It’s mostly about the imperial guard, but you learn about ca. 2 other Xeno factions in every book.

Gaunts Ghosts is also nice, but very centred at the Imperial Guard, military and (fictional) tactics and good leadership.

The first three books (and also others) of the Horus Heresy are amazing at showing more irony of 40k and very captivating. Though they are mostly about space marines and their chapters.

Adding a comment here as I'm in the same boat. Played some Warhammer games over the years and I love the WH universe but I'm honestly not grasping the greater story.

The Eisenhorn books by Dan Abnett are a great place to start. Book 1 is Xenos. If you like audible the narration for them is very good.

As for Games I can recommend dawn of war (1) including dark crusade and soul storm. They are old, cheap run on every laptop but are still good games. If you play a different faction in all three campaigns, you’ll have learned a lot about 40k.

Also the first Warhammer Space Marine was awesome, if you are interested in being a 2,5m Space Marine with brutal combat skills and hilariously good weapon sound design in the completely wasted world of 40k for a while.

@Cotillion189 I always enjoyed the Inquisitor series by Dan Abnett. Usually pretty easy to find. My favorite fiction is Deathwing. It’s older, and not necessarily canonical with modern 40K. As far as games go, I thought Space Marine was pretty fun overall. Not too difficult, nor too easy. But there’s a lot of games out there, and I’ve not played most. Of course the miniatures are great. Opinion might vary on the games played with them, however

I don't play the tabletop, but I've been getting into the lore side of things over a few years, mostly through videogames and youtube videos. The videogames I can recommend, that are pretty fun and well made and do give you some lore into how things go in the 41st Millenium are Relic's Space Marine (sequel to come out soon) and the Dawn of War series, specifically the first two games. We pretend the third one never happened. They all go on sale frequently on Steam or GoG. Also, I can recommend the immortalized classic "If the Emperor had a Text To Speech Device" on Youtube, and if you're into reading and tabletop RPGs, the also legendary All Guardsmen Party.

Regarding the lore would I recommend the podcast Adeptus Ridiculous. It is great for newcomers and you will fast get a grip of the overarching themes, stories and what not. Then just pick up a book on the story that you find the best!

For the table top I'd say, unless you want to start directly, look around for the theme of an army that you like the most. And when you have decided on an army buy their combat patrol box. Whatever you do, however, do not just buy what is good or meta right now as that will probably have changed by the time you have finished painting your box. Rules are temporary but looks are forever!

If you want another podcast tips on the hobby and table top side would I recommend the poorhammer podcast. Especially episode 66 which is made for newcomers to the hobby.

Have fun and welcome!

Tabletop Simulator on Steam has several wh40k games scripted. It requires some patience to learn how to use TS and game rules, though. I have a friend who is a Kill Team fan, and he says its TS implementation is good