Hive of The Dead
It's a 40K Adventure game novel (i.e. Choose-Your-Own-Adventures along the lines of the venerable Lone Wolf series) by C.Z. Dunn.
It's also shit.
To elaborate, you play a Cadian with amnesia, who must meander through a plague torn hive city to reach an emergency LZ. Sadly, as you're a mere guardsman, your enemies are simply zombies, the odd cultist, and single plague marine. This doesn't do a good job of showing people what 40k is all about, and rather than battle for survival in a Hellish landscape, you'll be bored to tears wandering around, playing Left 4 Dead in literary format.
On top of this, combat is extremely slow, and you'll be expected to take out anything up to 6-7 cultists or zombies at a time. Evidently, this was targeted towards newbies, but the problem with this sort of format is how much it relies on random luck. Unless you have a bookmark/save file ready to start over, do expect to die again and again, slogging through fights and challenges all the way from page 1.