Okay plurk fails for bulk text so here is a load of stuff for my new found converts.
In the beginning (and I mean way back even before breakfast):
There was the Ancients. They pranced around the galaxy place going "OMG LOOK AT US WE ARE SO COOL AND GOOD AND BEAUTIFUL." and this really pissed off the Necrontyr who were physically crippled and lived barely any length of time due to their homeworld being right next to a dwarf star or some such shit.
Long story short, the Necrontyr sold their souls to a race of star gods (gods who eat stars for preference, but the entire population of the galaxy will do in a pinch) for the power to annihilate the overly do-goody and beautiful Ancients.
The Ancients made myriad warrior races to help them (the only ones left being the Eldar, Orcs, and possibly humanity itself), but eventually lost the war after getting the Necrons to go to sleep after their gods started eat each other (that was a hilarious move pulled off by The Laughing God of the eldar who may also be a star god)
A loooooong time later humanity hit the stars and takes over the galaxy and is mighty and is RAWR!
And then they fell out and wiped each other out just as all their robots decided "Fuck this humans are useless, we can do better!" and rebelled. Galactic civilisation fell apart, and The Warp explodiumed for evar.
NB: The Warp aka HELL. It is the psychic mirror of the galaxy, and its major denizens are created from the raw belief, vices (and virtues), and residual existential fear of the galaxy's inhabitants. It is the only means of travel and communication in terms of FTL, and even then it is unreliable and perilous. This is because it is full of demons. It occasionally erupts into the real world and cuts off travel - a warp storm.
Anyway, humanity got isolated all over and the God Emperor was stuck on Terra (Earth) trying to reunite its people. When the warp storms ended, he went on a massive crusade to retake the galaxy for humanity. Long story short, his son fell to the dark side and not-quite-killed him and now he is a not-quite-corpse in life support, serving as a galaxy wide light house for humanity. He is a giant "I have no mouth but I must scream" as he is millenia old, and has watched the civilisation he built on secularism and truth turn into a giant religion centered around him.
Ten millennia on, the Empire of Man is a mess. It has vast amounts of high technology, all of which it thinks if magic and powered by spirits living inside it. The really hilarious thing is that because so many people believe it, and the warp can be affected by belief, this might even be true. The same can be said of the Emperor. When he was alvie he was powerful, and a psyker beyond all others, but he was not a god. Now he is believed to be a god by an entire galaxy he may in fact be one.
The entire empire is united in faith of the emperor, whether it likes it or not. The ecclesiarchy is the church of the emperor (yeah I am bored of using caps and italics now ¬_¬), and they will burn you at the stake if you are not faithful. Or if you are different. Or slightly odd. Or no one likes you. Or if you accidentally thought the wrong thing at the wrong time and you got hit by the warp. Or if you were born with a ever so slight mutation. They are not the salvation army banging tambourines and passing round the collection tin. They are the spanish inquisition meets the holy roman empire meets the crusades. In space. With lasers. And they are the good guys.
To quote the vaguely offilial blurb to Warhammer 40K:
"It is the 41st Millennium. For more than a hundred centuries the Emperor has sat immobile on the Golden Throne of Earth. He is the Master of mankind by the will of the gods, and master of a million worlds by the might of his inexhaustible armies. He is a rotting carcass writhing invisibly with power from the Dark Age of Technology. He is the Carrion Lord of the Imperium for whom a thousand souls are sacrificed every day, so that he may never truly die.
Yet Even In his deathless state, the Emperor continues his eternal vigilance. Mighty battlefleets cross the daemon-infested miasma of the warp, the only route between distant stars, their way lit by the Astronomican, the psychic manifestation of the Emperor's will. Vast armies give battle in his name on uncounted worlds. Greatest amongst his soldiers are the Adeptus Astartes, the Space Marines, bio-engineered super-warriors. Their comrades in arms are legion: the Imperial Guard and countless planetary defence forces, the ever vigilant Inquisition and the tech-priests of the Adeptus Mechanicus to name only a few. But for all their multitudes, they are barely enough to hold off the ever-present threat from aliens, heretics, mutants - and worse.
To Be A man in such times is to be one amongst untold billions. It is to live in the cruelest and most bloody regime imaginable. These are the tales of those times. Forget the power of technology and science, for so much has been forgotten, never to be re-learned. Forget the promise of progress and understanding, for in the grim dark future there is only war. There is no peace amongst the stars, only an eternity of carnage and slaughter, and the laughter of thirsting gods."
Yup, humanity is the good guys and we suck. Shall we look at the bad guys now?
Tau: A young and technologically advanced race from another galaxy. Their empire of the "Greater Good" is expanding into our galaxy, and seem to be okay on first glance. Think again. While they have no religion, and they want the best for everyone, they will conquer you and brainwash you if you say no. They are one of the nicer species. They are also the only species on the rise, all the others are decaying or stagnant.
Eldar: Space elves (space dwarves got written out of canon, and nothing of value was lost). They are the only race that really remembers the ancients. They are incredibly long lived, and have strange esoteric agendas set out by their farseers (prophets who really can see the future). They created one of the four greater powers of the warp with their kinky sexy times. Meet Slaanesh, god/dess of all things desirable and enjoyable. They are now cursed so that when they die, their souls are eaten by Slaanesh. In order to stop this, they do not want to die. They will happily sacrifice the younger raises to achieve this.
Orcs: Space orcs. All you need to know XD They are as old as the eldar, but have no galaxy wide society. They are born into a role, and know everything they need to. They enjoy killing things (understatement).
Okay I am tired. END OF PART 1!