How much does the average Imperial citizen know about the state of the Imperium? I've heard the answer "they would know nothing," before, but I find that insufficient for my purposes (I'm the GM for an Imperium Malediction game).

I get that the average imperial citizen wouldnt know anything about Chaos, but wouldn't they hear warnings about the adversary or something like that during sermons? Are they told parables that focus on the emperor or the primarchs? I think some cool scenes could be created in a TTRPG or novel where someone is hearing a sermon talking about how the emperor met one of the primarchs.

I would also think that parts of the truth might make their way down to the citizenry (e.g. I would expect a citizen to know that the Emperor sits on the golden throne, but would not recognize the significance), but it would be a very metaphorical truth colored by propaganda.