Fora universe as rich as Warhammer 40k, I would recommend starting with a faction that you like the most. I'm assuming that since you grabbed 3 Omnibus books that you are into 40k at least to some extent. Personally I most enjoyed Gaunt's Ghost stories and Horus Heresy (no omnibus for Horus though I believe). But if you are into Eldar or Orcs or whatever, I would start with books that feature that faction. There are so many parallel stories going on that can be read in any order that I would not be concerned about hitting the story-order sweet spot. Enjoy!
This is a three book omnibus detailing different aspects of the Imperial Inquisition, who are like the 'Space Police' of the setting, and it really gives a flavour of the Grim Dark setting as whole. It covers all three orders of the inquisition (Xenos, Malleus, and Hereticus) as well as a few aliens (including Eldar), psychic powers, corruption and Space Marines.
This series starts of with Horus Rising, and aims to lay down some of the assumed backstory behind the current Warhammer 40K universe. In essence these should be the first books you read, as they take place in the 31st millennium, 10 thousand years before the current storyline. So far I've only read the first book, but it explains things very well.
The only reason I'd be wary of trying to read all of the Horus Heresy is that it's currently on 18/24/49/50+ books, unfinished and is being written by several authors so writing styles will vary. It also deals with the big picture of the WH40K background focusing on Space Marines, and doesn't give the same personal feel as Eisenhorn. It does however cover some aliens and corruption. It gets across the grand scale of the WH40K setting very well.
I'd suggest reading an overview of the setting before diving into the novels; the novels don't do a great job at that, as they are aimed primarily at extant fans of the tabletop games. Then pick any one omnibus and go from there.
You can often find older editions of the 40K rules inexpensively in the used bins at gaming stores, and the universe information there is much more easily digested, and allows finding your favored faction easier.
Just wanted to add that it's been suggested to start with the short story collection Let the Galaxy Burn as an introduction to the WH40k universe, and then follow your interests from there. I personally started with LtGB, then read Blood Ravens: The Dawn of War Omnibus, then from there on to Imperial Guard and Ultramarines novels. I did find it necessary at times to search online for background info that I was missing (e.g. the history and culture of the Eldar).
In reply to Gilles and HorusMy personal recommendation is starting with a imperial guard series like gaunts ghosts or the lay chancers. They will give you a perspective of the average human. After that a space marine or a inquisition based series would be wise. The blood angels series is one i recommend due to its strong imagery and good story. After that it is up to you. The list i have is a expanded version of horus's answer minus the few i have not read.
Ciaphas Cain: Hero of the Imperium / Ciaphas Cain: Defender of the Imperium by Sandy Mitchell: My one of my favorite series. The plot revolves around a hero of the Empire who believes himself to be a coward. Very light hearted compared to other series.
Gaunt's Ghosts: an imperial guard series, among my friends it is either hated or loved. This series is considered the bread and butter of the imperial guard stories. The overall feel is that of band of brothers or another world war 2 series.
Blood Angels: A great story about a pair of brothers in the blood angel legion. I read the omnibus and i would recommend you do that also, there is a short story that reveals a another dimension the antagonist.
You can do so by just searching a few of the major factions and reading part or all of the article that shows up. For instance, if you like humans, just search 'Imperium of man' and you will find an article that overviews the Human Empire and its internal factions as well as lists several of humanity's major enemies. Inside of this article is a list of major alien factions.
"Several alien species and dark forces (the Forces of Chaos, the Tyranids, the Eldar, the Dark Eldar, the Orks, the Tau, the Necrons, etc.) increasingly challenge the supremacy of the Imperium and humanity's predominant place in the galaxy".
Assuming one knows nothing about Warhammer 40'000, I'd start by reading the Factions part on the Warhammer 40000 entry in Wikipedia. That already gives a very broad oversighht of the different factions and the reader then knows at least something about the setting. I.e., when confronted with Eldar / Aeldari or T'au, one knows what these factions are.
After that, you can continue by watching Lore Videos on Youtube. I'd recommend Luetin, his lore videos are very respected. He also has a Beginners Guide to Warhammer 40'000 playlist that gives one a good oversight of the different factions, the history of the universe and so on.
While watching the Luetin videos, you can start reading books. I would not recommend (at all) to start with the Horus Heresy, I'd even recommend not to do it. Although it tells the story of the Horus Heresy in great details, at that point, it is way too long for a new reader (54 books and after that, there are more books for the siege of the Imperial Palace).
I have only recently started to read Warhammer 40k. I have read the first two books in the Horus Heresy and although at first I didn't understand some things it then later clarifies. By half way through Horus Rising (the first one) I had a pretty firm grasp on the Warhammer 40k world and found the books easy to understand and read.
First start with the Horus Heresy books; Horus Rising, False Gods etc. Then start Galaxy In Flames then The Flight of Eisenstein. After the first 2 books you would have what I believe is a reasonable grasp of the 40k universe with regards to the Imperium of Man v/s Chaos and why there are Traitor Legions within. You could then move on to discovering the other xenos aka Orks, Eldar etc.
However the downside, in the humblest of my opinions, is that I am starting to find the "Imperium of Man" is a bad organization. Especially with Horus being a Warmaster or have I read them wrong even before Heresy sets in. Of course Loken and his comrades are still good guys :). Maybe a spoiler there sorry :(
I've fiddled about the edges of WH40K for years, then a buddy dumped a bunch of books on me, mostly in the middle of various series. What I can do at this point is recommend anything by Dan Abnett or Sandy Mitchell. Neither is in any danger of winning a Hugo, let alone a Nebula, but both have the hang if the "ripping good yarn". One thing that sets them apart is that they have each modelled a series on an extant historical fiction, adapting it to the WH40K milieu. Abnett has the Gaunt's Ghosts series, based on the "Sharpe's..." series (wot got Sean Bean his start), and Mitchell basing Ciaphas Cain, HERO OF THE IMPERIUM, on McDonald's "Flashman" series, which is essentially Italy a deconstruction of Sharpe. Now, I've read some Abnett, but none of Gaunt, yet. High 9n my list based on multiple recommendations, though. I can recommend Cain without reservation. 3/4 through the first omnibus, and it's both well written and spot on the setting, and a laugh riot.
The Primarchs and their betrayal is the part of the lore that I was most curious about. Humanity was on their way into living in an utopia. A god like leader at its helm. Twenty demigods as his generals/governors. The rulership of philosophers kings! How could things go so wrong? How come people live in such a hellish nightmare, and that is just a normal part of their lives?
I can't say I've ever ready any Warhammer books, but from my experience, I always start reading books at the beginning of a series. For example: if the first book published in a series ends up being the third book because two prequels are published years later, I always start with the prequels.
If you want to read the Dan Abnett books in order, you have to decide which is your favorite genre: comic books or science-fiction. For example, he is not only well-known for his popular comic books revolving around Marvel Comics, but also for the Dan Abnett Warhammer tie-in stories like Horus Rising and Legion, which are part of the Horus Heresy. The reading order for this particular series is listed below.
As an MMO gamer who plays the Warhammer set of games, you would be familiar with Dan Abnett as well. There is a reason why he is also called a gaming fiction author. Many people say that Dan Abnett has written some of the best Warhammer 40k books of all times.
Over the years, some of his writing took him across numerous popular characters including Conan the Barbarian, Doctor Who, Johnny Bravo, Scooby-Doo, Postman Pat, Thunderbirds, the X-MenBatman, Rupert the Bear, The Terminator, and Mr. Men.
Dan Abnett is certainly one of the most prominent Warhammer 40,000 (also called 40k) writers for the original tabletop games, along with authors such as Guy Haley, Sandy Mitchell, and Graham McNeil. Having played Warhammer 40,000, I certainly am drawn towards the fictionalized universe that the author has created his books in. With Guy Haley he collaborated on Sons of the Emperor.
Btw, if you love Torchwood novels based on Doctor Who, he also wrote a novel Border Princes. In fact, this was the very book that brought me into contact with the author. For me, reading the Dan Abnett novels in order started this very book.
As for comics, Dan Abnett and Andy Lanning were partly responsible for the revival of the Marvel cosmic universe, of which the Guardians of the Galaxy play such an important part. With regards to comic books, he is mostly writing for Marvel Comics, DC Comics, Wildstorm, and 2000AD, while occasionally also writing stories for some smaller publishing houses. The author duo no longer works together since 2013. The only thing they still did together was finishing earlier commitments that were still outstanding.
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