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.

@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

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!

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.