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The old edition hex chit wargame called Horus Heresy, obviously.
You get the earliest canon version of the main story.
Tight, minimalistic rules you can teach to nongamers in ten minutes.
A feel of the most iconic units and learn their proper roles - IG, Marines, traitor legions, demons, titans.
You can even do a sortie with the emperor leading his troops directly.
Lots of replayability because of different starting setups.