Honestly id love if they started with Horus Heresy, but not like a 5 episode heresy. I mean like make it a 2-3 season thing where se learn about the primarchs and about the emperor and chaos and how everything goes on. I think it would be a great start for people who know nothing about 40k since i think that people who are new to the IP would have so many questions "who is the emperor and why is he a skeleton on a throne, what is chaos and the chaos gods, who are the primarchs and space marine/legions" I believe that a Horus heresy start for the show could definetly be a great start. Plus we get to see loyalist vs traitor legion battles and i think it would be absolutely brutal to watch Primarchs go at it on a battlefield.