HH actually has a lot of references and foreshadowing with 40k knowledge in mind. It’s written as a prequel series, not an entry point.
I’d certainly recommend the Dan Abnet stuff. The Eisenhorn/Ravenor/Bequin series’ have fun connections with Gaunts Ghosts. They are set in the same region but at different times.
I’m almost done with the Horus Heresy audio books. I’m currently on the End and the Death part two.
I’ve enjoyed some aspects of most of them, but beware they are written by professional authors who constantly switch between five, six and sometime seven disconnected story lines. It makes for a very frustrating and dissatisfying experience, because only a few of those story lines concern Primarchs and Space Marines, and they always cut to the next with a cliffhanger. You will not get a pleasant continuous narrative as with The Lord of the Rings.
If that means nothing to you, then perhaps this analogy will help. The work of professional authors like the ones hired to write the Horus Heresy book will feel like a stretched out TV series with a million characters and filler, as opposed to other authors whose work will feel like self-contained movies with a few characters and focused narrative.
What I wanted was stories with Primarchs as protagonists. This happens in the Horus Heresy books, but only for what feels like one chapter out of a hundred.
The “Eisenhorn” series is undoubtedly S-tier, and it’s further elevated by the always outstanding narration by Toby Longworth; he is the voice of 40k for me. The follow up series, ‘Ravenor’ is excellent as well.
The The first few Horus Hersey books are great, But after ‘Fulgrim’, I started to lose interest. To be honest, I kinda got bored of everything being Astartes this and Astartes that. ‘Mechanicus’ was enjoyable though.
‘Gaunts Ghost’ is highly recommended, but for me it was pretty mid.
luetin09 has some really nice YouTube videos about the lore, and i believe he also offers some unique discount via his partnership with certain sites like audible from time to time, worth check it out I’d say.
The Horus Heresy is the backstory for 40k, so you’ll have to decide yourself how interesting that is to you. As a starter, I’d recommend the Dark Imperium trilogy. It has a lot of everything from Space Marines to mortals to Primarchs and is “contemporary”. It’s as good a place as any. And of course it features the Big G, our lord and savior.
I’d say do Eisenhorn, Ghaunt’s Ghosts or Dark Imperium first. HH is written in a way, that you get more out of out with a certain level of familiarity with 40k.