Warp
ALL THE CRAZY SHIT GOES DOWN HERE.
Also called the "Empyrean" or "Immaterium," the Warp is Warhammer 40000's Grimdark answer to the "Hyperspace" trend that's universally present in almost all Space Opera for faster-than-light travel and communication: a sort of Lovecraftian parallel dimension where the laws of physics no longer exist and is primarily composed of psychic energy, shaped by the emotions, worst nightmares and most disgusting rape fantasies of those living in the real world. Think of the warp as a mixture between Hell, the everchanging chaos of Limbo The Far Realm, and /b/, it works a bit like that.
If you're not a Chaos god, a Chaos Spess Mehreen or a Daemon, you probably have no business being here without Sanity checks (Unless you're Kaldor Draigo, in which case you can freely stroll around, burning down Nurgle's Garden, Killing Slaanesh's personal Handmaidens and breaking Canon with every step). The Imperium of Man has shitty protection against it, and effectively plays a game of Russian roulette in hopes that they wouldn't get themselves killed speeding towards wherever the Empra tells them to. Which of course means that all the sapient races of the galaxy flock to the Warp like boy scouts to a knot-tying badge, except for the Tau (who are only just discovering the horrors awaiting them here with their Warp-Drives only skimming the stable surface of the Warp) and the Necrons (Which hate it, and thus use FTL independent of using the Warp. CHEATERS.) The Eldar and Dark Eldar are also somewhat cheating, as they use the Webway which is like a series of back alleys through the Warp, a lot safer but a hell of a lot easier to get lost in.
However this doesn't mean there are no benevolent entities in warp, the problem is that either that specific benevolent entity is the Emperor (who's now catatonic while his soul is being used as a psychic navigation lighthouse in the Warp called the Astronomican) or they interfere with Materium once in a billion years and when they do they actually do nothing of significance (ie. Watchers in the dark, they don't do shit, just watch and once in a while warn a random person that can't do shit about whatever minor god of rape they are watching).
History
Every little thought or emotion affects the Empyrean to some degree, most people can't do much to the warp on their own, but lots of people thinking similar thoughts or feeling similar things will have an pronounced effect, especially if said people are psychic, ala the world of Mage: The Ascension. During the time of the dinosaurs and before, the old ones were cranking out powerful psykers like there was no tomorrow shitting out creatures like Orks, Eldar, Slann, and who knows what else to fight the endless tide of mummy robots and star eating, life energy nomming lovecraftian energy gods, and they still lost. All the RRRRRRRRRRRRAAAAAAAAAAAAAAAEEEEEEEGGGG!!!!!! felt during the fighting by all those powerfully psychic races as they fought and died changed the warp in the milky way from a calm place where you could get anywhere you wanted without much trouble and do so very quickly into the hell hole it is now, minus the daemons. Instead, there were squid jelly fish things called Enslavers who would mind control psykers and eventually turn them into a warp portal which would both kill the psyker and allow more Enslavers to come out.
The Eldar hid like a bunch of pussies in the webway system while the few remaining old ones who weren't killed by the Necrons and the C'tan were wiped out by the Enslavers, the Slann...did something, and the Ork survived -- OI! SHUT IT, YOU! *STOMP*
'cuz orks iz neva' beaten in battle, 'spechiallee not by schome jellee 'eaded grotz. An' dem necron boyz an' der C'tan godz went an' slept cuz dey 'ad no moahr food ta eat. Den dem jellee 'eaded grotz left an' da orkz were da boss o' da 'hole galaxie, but den dem puny Eldarz came outta 'idin an' gave us a good stompin'. Den millionz a yearz later da humiez' big boss; I fink dey call 'im da Empraz a' somefink waz born, den wayz later da humies got sick so much dat da big tub a lard called Nurgle was born but 'e 'ad no kunnin' see and den dem Daemon boyz started poppin' up in da warp, den later da puny humiez did so much fightin' wit demselves dat da grot called Khorne waz born, den dey got sick some more cuz dey were grotz and Nurgle found 'iz kunnin'. Den de humiez got more kunnin' an' dat runty squig named Tzeentch waz born.
Den da humiez mekboyz built dere ships an' got into space an' met da Orkz an' Eldarz and got more an' more kunnin', but dey never could beat da Eldarz cuz dere teknologee and weirdboyz waz betta an dey were moahr kunnin', an' dey could neva' beat da Orkz cuz Orkz iz neva' beat in battle. Cuz da pansies had no one good ta fight da Eldarz got lazee an' 'ad played so much dat da git called Zlaannecksh waz born and made a big 'ole in reality dat ate all da central planetz a' dere 'empirez an' made dis big 'sykik scream dat killed a bunch more a' dem puny Panzees. Den dere godz got a good stompin from Slaanesh who was moahr killy den de Eldar Godz, da Eldarz' big boss Azurian got stomped by Zlaanecksh, but da Eldarz' killiest god did some good fightin' with Zlaanecksh while dere tricksee god hid like a grot. Den Khorne came an told Zlaanecksh dat da Eldarz killy god waz 'iz an' gave 'im a good stompin that broke da Eldarz killy god inta pieces. Eacha dem god-bits is in da heart of Panzee city-ship-world-thing an' when da panzees try to stomp on us they bring da god-bit along dat kills lotsa lotsa boyz before someone can smash it.
Not any more! Thanks a lot Matt Cocksucking Ward.
Things to do in the Warp
If you're NOT Chaos or Chaos affiliated GET THE FUCK OUT AS QUICKLY AS YOU CAN!!!!!!!!!!!!!!!!!!
Stop at the warp equivalent of a truck stop, a certain chaos god may or may not be waiting to rape you in more ways than one.
Eat the sushi, it's warp-tastic.
If you're Chaos or Chaos affiliated please visit you local commissariat and file for execution.
If you wandered into the formless wastes, find a way out. Chaos Undivided is a bit boring.
If you wandered into the Fortress of Khorne try to beat something up. You might become a Bloodletter.
If you wandered into the Palace of Slaanesh fap. You might become a Daemonette
If you wandered into the Garden of Nurgle get yourself sick. You WILL become a Plaguebearer.
If you wandered into the Maze of Tzeentch do random things. Something will happen.
If you're Kaldor Draigo, troll away.
If you're NOT Kaldor Draigo, meet up with Kaldor Draigo and troll together.