These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
YMMV: The Shape of the Nightmare to Come
Crazy Awesome: Sergeant Blant of the Imperial Fists, who is basically Tallahassee as a Space Marine. His feats include juggling blades and swords while walking through the battlefield, and playing his pipes in one hand while firing his bolter from his hip.
Darkness-Induced Audience Apathy: If you found regular 40k a bit silly, then SotNTC won't help much. Regular 40k stays relatable by making it clear that yes, there is still something for humanity to fight for. The main artistic ambition of SotNTC is taking every relatively peaceful moment of regular 40k and slotting in a truckload of screaming asylum inmates. Eventually the screaming, so to speak, just blends together into white noise. Even Chaos is hard to take seriously, with Abaddon's Black Crusades jumping from thirteen to seventy eight; you'd think the Chaos Gods and indeed the writer would have found something better for him to try out.
The Tersis always got me in particular, basically it's a ship filled with psykers that becomes lost in the depths of the Warp and emerges different. It reminded me of a quote I once read "What lies within, we fear not ask".