I've always found the background of 40k incredible rich and it is certainly my favorite sci-fi setting as I think it is oddly enough one of the most realistic settings out there. I look at the Imperium and the way it is ruled by superstition and false religious dogma and then look at the world we live in and I think "Yeah, that's pretty plausible actually."
So role playing in this setting was an obvious thing for me to jump into and with the release of Fantasy Flight's Dark Heresy Second Edition Beta I thought it was about time to try my hands at GMing a game.