Honestly, the only "lore" videos you need to know are from this guy:

https://www.youtube.com/watch?v=WeCfod1XT7E

Key points:

The "Spess Mehrens" are the good guys.

Leader of the Imperium of Man (basically the 40k Federation) is the "Emprah"

The most superior tactic for engaging foes is a maneuver that the Codex Astartes (like the Art of War for 40k) names "Stiehl Rehn"

No other factions besides the Spess Mahreens matter and you should never buy them.

The best thing to do is to be "The Emprah's Fureh" and smite all his foes otherwise you'll die in shame having "Fehled the Emprah"

Oh yeah, and machines have souls and they do much better when you praise and worship them and anoint them with holy oils, so make sure to do that if you ever get isekai'd into the 40k universe for the like 45 seconds you'll probably be able to stay alive for.

Oculus truly is the GOAT