Start with unabridged novels. The audio dramas are great, but they assume you already know the basics of the universe.
– Start with Horus Rising
He looked up. The Warrior was recovering, raising a scything talon the size of a man. Below, the gaunts were swarming the base of the tower, cutting off his escape. He was alone, out of ammo, on a burning world in a galaxy that didn't care if he lived or died. warhammer 40 000 audiobooks
: Often cited as the definitive starting point. It follows an Inquisitor, providing a detective-noir look at the Imperium's inner workings. Ciaphas Cain (For the Emperor) Start with unabridged novels