[BagJo]

The space marines are all genetically modified to be huge and powerful, each faction getting the DNA of their Primarch, which are basically the children of the Emperor. In his day, the Emperor was a total bad ass, like Space-Conan meets Captain America-Jesus but after this big event called the Horus Heresy where some of the Primarchs started worshiping the Dark Gods/Chaos Lords, half of the Primarchs turned evil and they became Chaos Space Marines and they fight alongside demons and get mutated from dark energies, etc. Meanwhile the Emperor is all messed up and has to live inside this machine and pretty much no one gets to see him. Since then humans have been embroiled in war across the galaxy, and the Emperor is worshiped as this God-like being that is the only one that can guide mankind through this time.

This is maybe an oversimplification, and might not be 100% accurate since this is all from memory and it's been a while since I've read any 40k books or anything, but that's Pretty much the deal behind the whole religious aspect of the story.

Edit: The Space Wolf books by C.L. Werner are pretty awesome IMO, the Ciaphas Cain books are pretty sweet too. There are LOTS of 40k books, so there are some real stinkers in there too, but if anyone is looking for a decent bit of lore I'd recommend these.