Lol. They are actually starting me at the beginning, with the Old Ones, C'Tan, and Necrontyr. As well as a brief overview of the various current species, and Space Marine Chapters.

I've long held doing 40k in chronological order is like doing Star Wars in chronological order. Start with some spinoff games, and then you've got a lot of books and comics before we can watch a movie. And then we have a TV show. Vader? Not for 7 seasons and 2 movies.