Bad things you can change are problems. Bad things you can’t change are circumstances. Solve the former, work around or adapt to the latter.
physical issues
HITLER HAS ONLY GOT ONE BALL
The others already said and linked good stuff, here’s a
very brief summary of the most basic info on thr Imperium.

Warhammer 40K Lore in about a Minute - by Total Biscuit (Rest in Peace)
YouTubeTrailer park tattoo artist catalog
Now that you mention it, hell yes they are!
“I don’t distribute wealth, I don’t abolish the state, I lead a revolution to overthrow the government and if that works, I establish a dictatorship”, or something along these lines?
Let’s send MORE MEN, that’ll fix everything!
Well, I know what my players are facing next time they venture into the Underdark…