I liked the Ciaphas Cane books. They are sort of comedic which fits the very ironic world of 40k nicely from my pov. It’s mostly about the imperial guard, but you learn about ca. 2 other Xeno factions in every book.
Gaunts Ghosts is also nice, but very centred at the Imperial Guard, military and (fictional) tactics and good leadership.
The first three books (and also others) of the Horus Heresy are amazing at showing more irony of 40k and very captivating. Though they are mostly about space marines and their chapters.
As for Games I can recommend dawn of war (1) including dark crusade and soul storm. They are old, cheap run on every laptop but are still good games. If you play a different faction in all three campaigns, you’ll have learned a lot about 40k.
Also the first Warhammer Space Marine was awesome, if you are interested in being a 2,5m Space Marine with brutal combat skills and hilariously good weapon sound design in the completely wasted world of 40k for a while.