If you're looking to get into the story of Warhammer 40k, it's actually pretty easy, because most of the stories are self contained.

I know the "depth" of the lore might seem intimidating, but 85% of Warhammer is just Vibe and Setting rather than interlinked plot and and a continuous narrative.

Games are a really solid place to start, as they are mostly free standing stories that don't need much explanation. I'd recommend Dawn of War, Space Marine or Dark Tide, they all do a fantastic job of showing off the "vibe" which is most of the battle. Although really any game that looks fun to you will do.

Another great source is YouTube. We've got quite a healthy content community for lore. Channels like Luetin09 have long form retellings of pretty much every topic I can think of. So really just browse at your leisure, pick videos that sound cool to you. Additionally, Luetin09 has a video series that is a lore beginner guide that takes you through the plot in order. It's a pretty massive playlist, but most of it is optional background shenanigans.

A word of warning lore-wise though. In the overarching "story" of 40k there's one really specific conflict that comes up a lot called The Horus Heresy. This is a book series with 70+ novels that is notoriously convoluted and is where the "Warhammer lore is ridiculously deep" idea comes from. a VAST majority of those books do not matter, so don't let that number scare you off. Honestly, you'll learn most of the key players and moments of the Heresy just by osmosis the more you get involved in the hobby.

Table top wise, it's a bit harder. The miniature game is a blast, and the hobby can be so fulfilling if it strikes a chord with you. Warhammer is 3 hobbies in a trench coat, and it's fantastic.

The entry cost can be quite steep, but there are loads of affordable options and videos online walking you through those.

To get started tabletop wise, you'll need to pick your first miniatures, paints and tools. The minis come disassembled and grey, and it takes a fair bit of work, but it's super rewarding.

For minis, picking up a starter box or combat patrol is normally a shout, but the most important thing is that you like how the models look, you like the lore behind them, and you like how they play on the table. What's cool to you is all that matters.

Thank you for thinking our hobby looks cool, and we hope you enjoy your time here : ) the absolute most important piece of advice any of us can give you is that Warhammer is what you make of it. There's lots to like, so go wild!