Warhammer 40,000 is not a happy place. Rather than just being Darker And Edgier, it paints itself black, takes a running jump and hurls itself head first over the edge, bellowing "WAAAGH". The Imperium of Man is an oppressive, stark, and downright miserable place to live in where, for far too many people, living isn't something to do till you die, but something to do till something comes around and kills you in an unbelievably horrible way - quite probably something on your own side. The Messiah has been locked up on life support for the past ten millennia, laid low by his most beloved son, and an incomprehensibly vast Church Militant commits hourly atrocities in his name.
The problem is, as bad as the Imperium is, they're not quite as bad as many of the other factions. Death is about the best you can hope for against the vast majority of the other major players in the battlefields of the 41st Millennium. The basic premise of 40k, insofar as it can be summed up, is that of an eternal, impossibly vast conflict between a number of absurdly powerful genocidal, xenocidal and in one case omnicidal factions, with every single weapon, ideology and creative piece of nastiness imaginable turned up to eleven. The basic sidearm of a Space Marine is a fully automatic armour-piercing rocket-propelled grenade launcher. The Astronomican, a navigation aid, has the souls of thousands of psychic humans sacrificed to it every day, dying by inches to feed the machine. The faster-than-light travel used by most factions carries with it a good chance of being kill by daemons. There are also chainsaw swords, armored gloves that crush tanks, mountain-sized daemonic walking battle cathedrals, tanks the size of small cities and warships that level continents, if not simply obliterating all life on an entire planet just to be sure. And sometimes even that doesn't work. There is no time for peace, no respite, no forgiveness; there is only war. And you are going to die.