The Warhammer 40.000 Universe is a grim and unforgiving place. Much has happened since present day.

Mankind took it's first steps towards the stars only to come close to utter extinction after millennia of war. It was a time when almost all technology was lost and civilization reduced to an almost feral state. It was out of this chaos that one man would emerge to reunite Mankind.

10.000 years ago the Emperor, an almost supernatural being with tremendous psychic powers, led Man on his second conquest of the Stars. Followed by his loyal genetically enhanced super warriors the Legio Astartes or Space Marines, the scattered remains of Mankind united under his banner or were destroyed or subdued if they resisted. This was a time known as the Great Crusade.
Within a few centuries the armies of Terra and Mars had reconquered most of the known galaxy.

The rediscoovery of Warp space travel was the main prerequisite for this expansion to be able to take place.
Warp Space is a parallel dimention where time as we know it doesn't exist. Using Warp engine technology it is possible to move a ship into the Warp which allows it to cover tremendous distances in very short time.

However Warp Space is not empty. Within it's twisted currents and flows dwell Daemonic entities the most powerfull of which are the four Chaos Gods: Khorne, the god of War, Anger and Bloodshed, Nurgle, the Lord of Pestillence and Decay, Slaanesh, the Lord of Pleasure, and Tzeentch, the Changer of Ways and God of Magic.
Normally these entities are cut off from real space but through the minds of mortals it is possible for these creatures to find a way into the material realm.
There is one place in the galaxy where the Warp and Real Space overlaps though. This strange and hellish place is callled the Eye of Terror. The Eye is a gigantic malestorm hundreds of light years across. Here strange and surrealistic worlds exist where Daemons are capable of sustaining a physical body indefinitely and billions of Chaos cultists and slaves manufacture the strange and arcane weapons of Chaos.
Outside the Eye Daemons are only capable of surviving for a relatively short period when summoned (deliberately or not) by a psychically sensitive creature. The Daemon can then posses the mind of a mortal and grant him supernatural powers drawn directly from the raw power of the Warp.