I've started playing Rogue Trader. I'm not very familiar with the warhammer 40k universe and my god it's a depressing place. I'm heavily leaning into the iconoclast play style because I don't think I'd be able to roleplay as a dutiful servant of the empire.
There's also a ton of stats that make my head spin. But I usually just avoid thinking about that by decreasing the difficulty and choosing upgrades that sounds interesting.