If you've never heard of Games Workshop's Warhammer franchise, specifically the 40K Universe then not only are you being deprived of a superlative, Grim-Dark, Science Fiction experience but I can only describe it with one word - Metal.
Set in 41st Millennium, the galaxy-spanning Imperium of Man struggles to maintain cohesion as its beset by foul Xenos (aliens) and the foul minions of Chaos from all sides. Recoiling from Abbadon the Despoiler's 13th Black Crusade, the Imperium can but lick its wounds as Chaos and Xeno alike begin marshaling their forces for what humanity can only assume are the end times, despite the protection and guidance of the Lord and Savior, the Immortal-God Emperor on his Golden Throne.
All of that just went totally over your head - for now.
The Universe of 40K is not only addictive (I've gone through three of its novels in the past week) but also accessible. Whether you'd prefer the old-school route of tabletop wargaming, the video games, or the novels there are many ways to begin your first foray. I have not had the opportunity to try war-gaming yet, as the miniatures are expensive and I lack the time to find a group with which to play, I'm very much immersed into the novels and games.
As an unrelenting lore fanatic, I particularly love how the novels expand on the short snippets and stories otherwise available through the war-gaming codexes, giving us fans a comprehensive narrative to follow (although right now they are mainly focusing on the Horus Heresy and the events that led up to it).
As it stands there are currently 47 books in the canon, with a 48th on the way. They are published by the Black Library but available through regular book retailers for pretty fair prices (around ten dollars for a book, depending on where you get them). You can also find used copies for relatively cheap on eBay.
The novels are written by different several different authors but never lose a sense of cohesion. More importantly, I love that the novels give life and voice to the individual Space Marines, making the Astartes more human, ironically enough. In particular, these novels give wonderful characterizations to the enigmatic Primarchs of the Astartes legions, whereas we only had descriptions and deeds from the codexes to go from.
Warhammer covers a lot of fascinating topics ranging from loyalty, faith, the nature of divinity, and the fall to ruinous powers life fear, greed, pride, and violence.
If you're a fan of Science-Fiction, Grim-Dark, and looking for another universe to immerse yourself in, then look no further than Warhammer 40K.