I can realy recommend the horus heresy series of books from black library. You will have alot of the backstory why some of the legions turned and more meat to the bones on the 40k universe. I´m on book 14 now and I love it.
Yeah I've read the first one in the series like 3 years ago and I remember liking it though it bugged me that I didn't really know what they were talking about (planets, weapons etc.) so I'm gonna read it again as soon as I'm able - I know many more terms now *cheers happily*