Whatever gets recommended will most likely be from before 2010, because GW is woke incarnate these days.

Eisenhorn/Ravenor trilogies are good. Follows an inquisitor investigating chaos cults and his apprentice, later an inquisitor in his own right.

Enforcer/Shira Calpurnia novels about an adeptus arbites (think megacity judges with shotguns and less respect for life) detective and her investigations

Gaunts Ghosts series, mil sci fi following a unorthodox light infantry company through a series of wars.

Copy-pasting a comment I saw years ago, on how 40K has always been cucked.

Here's the problem with 40K in a nutshell: Games Workshop never cared. They never cared about the lore, which they deemed non-canon, they never cared about the fanbase, which they sought to milk like cows, and they never cared about the game, making it a pay-to-win scheme where the newer units get buffed while older units get nerfed. Games Workshop always saw this whole thing as an exercise in getting more money. Take a good look as to how they handle their lore:

"With Warhammer and Warhammer 40,000, the notion of canon is a fallacy. [...] Warhammer and Warhammer 40,000 exist as tens of thousands of overlapping realities in the imaginations of games developers, writers, readers and gamers. None of those interpretations is wrong."

Gav Thorpe, Lead Designer, Games Workshop

"It all stems from the assumption that there's a binding contract between author and reader to adhere to some nonexistent subjective construct or 'true' representation of the setting. There is no such contract, and no such objective truth."

Andy Hoare, Game Designer GW

"There is no canon. There are several hundred creators all adding to the melting pot of the IP."

Aaron Dembski-Bowden, co-author Horus Heresy series

"Keep in mind Warhammer and Warhammer 40,000 are worlds where half truths, lies, propaganda, politics, legends and myths exist. The absolute truth which is implied when you talk about "canonical background" will never be known because of this. Everything we know about these worlds is from the viewpoints of people in them which are as a result incomplete and even sometimes incorrect. The truth is mutable, debatable and lost as the victors write the history…

Here's our standard line: Yes it's all official, but remember that we're reporting back from a time where stories aren't always true, or at least 100% accurate. if it has the 40K logo on it, it exists in the 40K universe. Or it was a legend that may well have happened. Or a rumour that may or may not have any truth behind it. Let's put it another way: anything with a 40K logo on it is as official as any Codex... and at least as crammed full of rumours, distorted legends and half-truths.

I think the real problem for me, and I speak for no other, is that the topic as a "big question" doesn't matter. It's all as true as everything else, and all just as false/half-remembered/sort-of-true. The answer you are seeking is "Yes and no" or perhaps "Sometimes". And for me, that's the end of it. Now, ask us some specifics, eg can Black Templars spit acid and we can answer that one, and many others. But again note that answer may well be "sometimes" or "it varies" or "depends". But is it all true? Yes and no. Even though some of it is plainly contradictory? Yes and no. Do we deliberately contradict, retell with differences? Yes we do. Is the newer the stuff the truer it is? Yes and no. In some cases is it true that the older stuff is the truest? Yes and no. Maybe and sometimes. Depends and it varies.

It's a decaying universe without GPS and galaxy-wide communication, where precious facts are clung to long after they have been changed out of all recognition. Read A Canticle for Liebowitz by Walter M Miller, about monks toiling to hold onto facts in the aftermath of a nuclear war; that nails it for me. Sorry, too much splurge here. Not meant to sound stroppy. To attempt answer the initial question: What is GW's definition of canon? Perhaps we don't have one. Sometimes and maybe. Or perhaps we do and I'm not telling you."

Marc Gascoigne, former head and chief editor of the Black Library

And of course, the original 40K was made as a woke series in the first place. 40K lore author Rick Priestley talks about how brutal and self-deluding the Space Marines are, which is why he is mystified as to why the new lore treats them like heroes:

"To me the background to 40K was always intended to be ironic. The fact that the Space Marines were lauded as heroes within Games Workshop always amused me, because they're brutal, but they're also completely self-deceiving. The whole idea of the Emperor is that you don't know whether he's alive or dead. The whole Imperium might be running on superstition. There's no guarantee that the Emperor is anything other than a corpse with a residual mental ability to direct spacecraft. It's got some parallels with religious beliefs and principles, and I think a lot of that got missed and overwritten."

Rick Priestley, Warhammer 40K lore author and creator, in a December 2015 interview with Unplugged Games

40K as an IP has one of the most leftist, SJW inspirations a series could ever have. More so than Star Trek. More so than Disney Star Wars. Their whole premise for 40K is that the religious nationalist types, as exemplified by the Imperium of Man, are bad. Their Empire is a den of superstition, authoritarianism, and backwards-ass thinking, they shoot themselves in the foot so many times, from the Horus Heresy, to the regime of Goge Vandire, to the 10K years of suffering, chaos, war, and poverty that the Imperium went through because they're led by retarded religious nationalists who shoot anyone that can be a potential ally and don't even bother advancing their tech over 10K years. That's why things are so grimdark: not because of the threats humanity faces, but because humanity is controlled by religious nationalist types who have their heads so far up their power-armored butts they're screwing humanity just as much as the aliens, daemons, and heretics are.

For 10K years, they've been using the same stupid bolters, flying the same stupid starships, and leading the same large masses of cannon fodder armed with flashlights, all because their religion makes them backwards and retarded, and their Imperium is a bastion of superstition, infighting, callous murder and death, as well as a massive waste of human life. That's basically the opinion these people have about religious and nationalist regimes: they take the worst of the Black Legend, and they amplify it with the worst of the Industrial Era and put it in space. Note how the "enlightened" and "wise" Emperor of mankind is anti-religious, while the people who turned his Imperium into a superstitious nightmare are religious as all hell. You don't get any more leftist than by having your Space Messiah be an anti-religious zealot who hates being worshiped, but is turned into a god by religious nutjobs seeking control over the populace.

And all of this because the original writers of 40K were a bunch of leftist nancyboys who were butthurt over Margaret Thatcher and the conservatives having power in England during the 80s. Thatcher and her pals were nowhere near as authoritarian as the Imperium of Man in 40K or the Judges of Judge Dredd, but that's how the leftists who wrote 40K, Judge Dredd, and Watchmen saw it. Some lady rises to power as Prime Minister, with political opinions to the right of Karl Marx, and all these writers, from Alan Moore to Rick Priestley, all start using their works to whine about how such a government is potentially fascist. Basically, the root of 40K and many other British sci-fi works from the 80s is how anyone who isn't a socialist is a Nazi at heart waiting to awaken, just as modern-day SJWs call people Nazis for not agreeing with their left-wing propaganda.

Not to mention that Games Workshop is still based in England, a country so dipped in Soy you might as well sell it in an Asian food market. Of course they were going to go this direction. Of course they were going to appease SJWs. The whole "grimdark" phase was just to show bad things are under right-wingers: how bad things are in the Imperium because of people like them, how the people would rather turn to daemon worship or to the Tau rather than remain under Imperium control, how the war is being run so bad because "boo-hoo, right wing religious nationalists throw masses of soldiers into battle without caring for their lives!" Notice how the socialist Tau can actually give humans a good life, along with permanent contraception so they won't have to worry about kids-something Europeans love with them focusing more on contraception and sex without kids rather than raising the next generation.

If GW can chuck the whole "grimdark" thing off the boat to sell generic Space Marines to kids, then they'll do it, especially since kids have parents with fat wallets that spend a lot on things like Pokemon, Yu-Gi-Oh, and Fortnite, while the adult fans range from penny-pinchers who don't like the new prices, people who whine about GW not being consistent with the lore, and people who make their own models. So of course, throwing away an older fanbase for one that has more capital is something GW can and will do, especially since the newer fans are closer to GW's desired SJW demographic, while many of the older fans are the same religious and nationalist folks that the OG 40K was trying to lampoon, which is ironic in itself.

Horus Rising

This is the first book in the Horus Heresy series, and takes place about 10,000 years earlier. It exceeded my expectations, and seemed to be a good introduction to the setting. I went on to read through book 8 or 9 in the series because the first entry was so good.

I would recommend the Ciaphas Cain series. Entertaining, at times humorous, but also knows how to create drama when necessary. Plus, Cain isn't written to be some sort of super protagonist; he always wins, but it's very often due equally to good luck as to his skill or tactical cowardice.

I read the first book in Gaunt's Ghosts and remember vehemently hating it. I just don't remember exactly why, except that I found the main character unsufferable. That's not a very good review, though, so feel free to ignore my hatred.

The first Space Wolf books by William King. The Dan Abnett suggestions of the Inquisitor books and Gaunt's Ghost. TV Tropes meta rabbit holes, YouTubers like Templin and Luetin. Also abandon hope that anything good gets produced today, until we possibly find out later that they stayed the fuck out of Henry's way.

Also know that Games Workshop is in the process of being fully pozzed, and I've never been a fan of Arch(Sargon friend) but the majority of the community is soy and doesn't see the pozzing or thinks it's ignorable cancer.

Gav Thorpe and Graham McNeill have been two of the more consistent Black Library authors in my opinion

Dan Abnett too

Inquisitor by Ian Watson :)

Lot of good recs here. I really enjoyed The Infinite and the Divine. Highly recommend the audiobook version. The Night Lord's trilogy is good if you want to read from the chaos perspective. Baneblade and Shadowsword are decent. Imperial guard tank action. And for giggles and a decent way to understand what you're reading, check out any 40k item on 1d4chan.org. Not always lore accurate but highly entertaining.

Helsreach. Easily one of the best stories. Not only is it an audiobook but said audiobook was turned into a 2 hour 30 minute movie

It's about the Black Templar Grimaldas and his defence of the hive city of Helsreach on Armageddon during the third war. Helbrecht sent him there because he knew the city would not hold without a spiritual champion to lead it. The end result is the city slowly falling into ruin after months of fighting and the imperials making the orks pay for every district they take.

Anything from pre-10 should be good. Everything by Dan Abnett and Sandy Mitchell essentially.

Or, around the time we had 4th ed, which is when I discovered 40k as a wee lad

Read wiki stuff. I'm dead serious.

Ciaphas Cain series is fun. Hellsreach is also good and its just the one book.

I just listened to Warhammer40K lore videos on youtube to get the gist of things.

People endorse the Eisenhorn novels as the 'shallow end' of the Warhammer 40K pool. Different strokes, but it honestly came across as a bit of a snooze-fest that I had to slog through to get anywhere.

If you just want to dive straight in, I'd advise Forge of Mars. It has everything - Eldar, Space Marines, Adeptus Mechanicus, ominous alien deus ex machinas, Warp travel, psykers, Rogue Traders - about the only thing it doesn't have is the Sister of Battle. Go figure.

I really liked saturnine and Warhawk, both part of the larger seige of Terra series

This has helped. Thanks. I'm not the OP, but wanted a start.