Warhammer 40k Fluff Bible
The Warhammer 40K Fluff Bible is a really really long document written by fanboys that compiles all the information about the Warhammer 40,000 setting that isn't directly related to playing the tabletop wargame.
It was written by James Moffitt, Sean Patten, David Donachie, and Jacques Chester, and later edited by Simon Regan. It collects information distilled from the various WarHammer codexes and issues of White Dwarf.
This is like those "series bibles" that screenwriters get when they are hired to write an episode for a teevee show. It has all the info you need (and all the stuff you shouldn't contradict) if you're going to write a story in that genre. Any writefag that earnestly wants to make a WH40K novel should have a copy of this.
It's 336 pages long.