Well. There are plenty of places you could start depending on your interests. The Horus Heresy was where I first started with Warhammer 40K. I got so interested in the books that I started playing the tabletop.
So yes start with Horus Rising and work your way through the series. Its a great insight on the way Space Marines think and feel. Also if you like Chaos Space Marines in general a good series is the Word Bearer books like Dark Apostle ect ect.
So yes start with Horus Rising and work your way through the series. Its a great insight on the way Space Marines think and feel. Also if you like Chaos Space Marines in general a good series is the Word Bearer books like Dark Apostle ect ect.