Welcome to the wonderful world of role-playing.
First of all, any game will suit you fine, hell even basic 40k rules. There are 5 ingredients to get a game working, and by that I mean fairly smooth.
1 - Selecting the players and game master.I find that the most imaginative and fair of the people in your group tend to make the best game masters. Also, people with any history of acting or fantasy/sci-fi creation.
2 - Knowing the rules. The game master MUST know the rules. Knowing every little tedious thing isn't essential, but it prevents game slowing or stopping, which in turn causes people to get sick of RPing for the time. The more you know, the smoother gameplay will work and you will be able to teach players better. It is also good for players to read through basic combat rules.
3 - Making the setting. You have to create a solid campaign. A good location that makes sense, with the basic workings of a normal society. This can be simple as you need it, with a starter game just needing a few enemies and some plot to work with. Eventually though, you need to write up a storyline with some end objective, and plot hooks and twists in between, including NPCs, or non-playable characters.
4 - Making the PCs.The lifeblood of a campaign is its Player Characters. Each person will want something specific, but try not to let them get out of hand. Some races and classes of people won't generally mix, and the natural prejudices can make the game experience worthwhile. Try to set some limits on creation, to stay within what your story is looking for in a PC. In the end, the plot will work out better.
5 - Keeping things moving along. You absolutely must keep the players interested with constant discussion, intrigue, combat, puzzle, etc. Don't overlap them alot and give everyone a headache, but try to keep them on their toes. Occasional lulls will happen, but try to push through these will ad hoc adventures or dialogue with nefarious characters through your world. Or just a good jaunt at the pub.
Hope that helps.
Summary- Get some drinks, food, dice, and enjoy.