Actual Black Library book was first and only
however my first warhammer related book was castle drachenfels back when that was originally released in the early 90s
Castle Drachenfels was an awesome read. I rank it as one of my favorite BL books.
The first BL book I read was the Burning Shore. I bought it at the same time as Dead Sky Black Sun, but read it first because it had a Lizardman on the cover.