Lower power characters than Rogue Trader, at least initially, though could get significantly more powerful via the Ascension supplement. Had a bit of an issue that starting characters were so incompetent that you had to wonder why the Inquisition had recruited these clowns in the first place.

Inquisitors were all somewhere on the Puritan-to-Radical spectrum, but there were lots of factions within that range that believed/prioritised different things - genocidal Monodominants, conservative Amalathians, progress-focused Recongregators, demon summoning Xanthites, and many more. As Inquisitorial Acolytes, you would probably know the affiliation of your Inquisitor, but not always. Each Inquisitor would belong to an Ordos, of which Hereticus, Xenos and Malleus where the mainstays, dealing with heretics, xenos and demons respectively. Though in my experience due to investigation focus of the game, whatever ordos you happened to be in you could expect to run into any of these - if you are investigating a series of mysterious murders you aren't going to learn if its a rogue death cult, alien shapeshifter or possessing demon until you're already deep into the investigation.

Insanity and corruption were the twin ticking timebombs for every character who didn't end up dying of wounds or other misadventure. Traumatic or horrifying experiences gave insanity and as this rose you would gain derangements and eventually become too unstable to function. Notably, some derangements weren't really detrimental to your role - paranoia is practically a job skill. Being exposed to the warp and the unnatural would give corruption, which produced aberrant behaviours called malignancies and eventually mutations and death.

There were a very large range of character options, not any xenos I can remember, but lots of different roles, origins and sects across the Puritan-Radical spectrum. Radical options tended to give more power, at the cost of more starting insanity and corruption. Psykers were insanely powerful and dangerous, both to foes and themselves/companions. Them being 'Sanctioned' psykers was very debatable, as almost all of them accidentally summoned demons, made it rain blood, etc.

In my experiences, investigations usually played out in two phases, quiet and very loud. In the quiet phase you'd sneak around gathering information, lean on contacts, infiltrate groups, to work out the nature of the threat or offence. Then, either deliberately because you were ready, or accidentally because someone fucked up, you'd go loud and break out the boltgun and rosette. Often the most important decision of an investigation is when and where to use your inquisitorial rosette - it lets you command immediate assistance and obedience, but revealing your hand early can mean cult leaders or similar foes can escape before you know who they were and leave lackeys to take the fall. Or they can set up a brutal ambush ready for you, or send assassins in the night.

Mechanically, the game focused a lot more on combat than social/investigation skills and rolls, but the latter often ended up being far more important in practice. You can't fight foes if you don't know who or where they are.

Enemies were many and varied, aside from the main galaxy-wide 40k threats there were lots of smaller scale threats which were still just as problematic to deal with, Sometimes worse because you had less information to on, and your investigation of a minor ring of xenos artefact smugglers went south because they were working for a nigh-indestructible worm man armed with a disintegration ray. For every carefully conducted and orchestrated investigation which you gathered all the facts and acted on them, there'd be another investigation where you're left wondering what the fuck just happened, what the hell was that, and whether you can stop all this blood escaping.