There is a reading order here that combines three book series that have an interwoven story. However, you can just read the main Eisenhorn books for flavour:
The Horus Heracy ( a huge number of books and multiple reading lists depending on your approach I.e. full chronological list ~400 books, main story books ~50.
Caine Books (a more lighthearted take on 40k)
Other mentions:
Watchers of the Throne
Vaults of Terra
Dawn of Fire
^These are a few Imperium heavy series. There are a ton of other faction books.
If I we're you I'd read Eisenhorn and if you like it, look at that top link. If you are hooked, look at the Horus Heracy. If you aren't hooked then try the 1st Caine book and see if it pulls you in.
Feel free to come back and ask again. There's a ton of lore out there.
The lore in this meme (the Razing of Monarchia) is covered in the Horus Heresy novels. If you wanted to jump straight in with the Heresy series it's generally recommended you read the first five of them^, then branch out into whichever subseries interest you.
^ Horus Rising, False Gods, Galaxy in Flames, Flight of the Eisenstein, Fulgrim
I never got into Eisenhorn books, and I quit reading Horus after like 10 books.
However, the og Space Marine book by Ian Watson is one of my favorite 40k books, it shows the daily life of SMs. Yes it is outdated but still a fun read.
Look into whatever faction you like and their books, and check novellas and audio dramas too, those are shorter and can give you a quick intro.
I also enjoyed reading Da Big Dakka, which offers a good look at Orks and Drukari.