I started a few years ago, got hooked by the novella I got as an extra in the Mechanicus game. So I started to look where to start, just as you, and ended with this Horus Heresy Spoiler-Free reading order (kind of overwhelming, tbh). You could start with the first 3, then choose your own path (or not, no need to push yourself). Iirc the first book tells you how everything started and ended, and all those books are just deep dives in the point of view of a main character/legion/faction.

Fast forward to 40k: Einserhorn novels are great too.

Happy reading!

The Other End Comics

planuml