You needn't risk your life for that. Besides, the OC wot took my name (started as a barebones character I made for RP reasons, kinda took on a life of his own) CAN shoot fire out of his hands, so maybe I inherited the ability in reverse. I mean, what have I got to lose? Save my life, sanity, freedom, and immortal soul, of course...
As for wanting to pick of 40k, I CAN give you some advice regarding how to do so.
First off, do you want to play the RPGs, or the wargame? If you want to play the (bloody fantastic) RPGs, I can suggest that you pirate them with no moral regrets: the books are out of print, and they're likely never coming back. They all run similar or identical systems: I suggest Dark Heresy (the CoC/Spanish Inquisition/whatever one where you play normal humans trying to stop the cults of the Dark Gods^H^H^H^HBits of Emotion With an Inflated Sense of Self-Worth), or Rogue Trader (Screw over Xenos and sell things for profit! It's like the 1700s. IN SPACE), but the more fighty RPGs like Only War (Guardsman Simulator! Remember, you are replaceable and will not be missed), Deathwatch (Purge the Xenos! Burn the Heretic! Destroy the Enemies of Mankind! Play super-soldiers that GW still won't admit that they initially rippied off from Robert Heinlein!), and Black Crusade (BE the evil corrupted Chaos Worshippers you've been fighting!) are also very good.
If you want to play the WARGAME, then you'll need a lot more cash. If you recall, Magic: the Gathering has the nickname "cardboard crack", both for its price and for its addictiveness. 40k is worse. Games Workshop gouges its customers for money. I do have some tips, though:
1: Proxies are your friend: In a friendly game, you needn't own all the models in your army. Something with the same approximate height and base size will do.
2: Collect slow: pick an army, don't turn back: Don't agonize over what army to pick. Just pick one whose lore grabs your interest, and stick with it. If you don't want to blow the bank, it will be a while before you've got a big army, and even longer if you split the effort between forces. But remember you only need a few units to have a good fight with a friend.
3: On Citadel Supplies: The paints are expensive, but worth it if you can afford them. DO NOT BUY ANY OTHER CITADEL SUPPLIES. Even the paint's optional: you want (although you don't NEED) model paint, but Vallejo, Coat d'Arms (online only), ArmyPainter, Reaper, and others will provide comparable or better products in similar colors. See what your local shops sell.
4: Games to play with few models: There are Skirmish games that use the same models as 40k: Killteam: Heralds of Ruin (free from it's site if you've got the now-outdated 7e rules, but an 8e update is in the works) and GW's own Shadow War: Armageddon are both fantistic, and rather cheaper to play than 40k proper. I'd even argue that SWA might be a bit more fun. However, both use Templates and Scatter Dice (special equipment which 8th edition jettisoned). Templates can be printed or replicated with a ruler, but Scatter dice actually must be bought. I got mine for less than a dollar from a Games Workshop store.
5: Just... Don't: The real appeal of 40k is its setting and world. IMHO, it is FAR from the best wargame out there. Hell, because of SWA (and Necromunda!), I'd say it's not even the best wargame in its own setting anymore. It's gotten a lot better (well 8e screwed psykers, but in ALL other respects...), but there are better games you can play. SWA is better, the soon-to-return Adeptus Titanicus is better (heck, we might even get Epic back). It's not a bad game, and you may like it more than I do (I DO like it, but it is too expensive to get a strong reccomendation from me), but if you want to pick up a wargame to play, right now, I'd tell you to pick up either SWA or BattleTech Alpha Strike (or BattleTech proper, depending on your complexity tolerance). Both games are cheaper, have cheaper models (BT may not even require you to BUY models), and both are IMHO a lot more fun than 40k. But that's just me...
As to getting into 40k lore... Well, that's a lot easier and cheaper. You COULD spend $50 dollars on a Codex - a book of game rules and lore - for a faction you may never play (7th edition 40k Core not only suggested that you do this, but claimed it was common practice. I was ready to choke the author), or you could do what most people do and read the wikis.
First, a preface: 40k lore is a mess. A glorious mess, but a mess all the same. Some of it is self-contradictory. GW's stance is that "everything is canon, but canon doesn't mean TRUE," so some stuff might be propaganda, misinformation, or flat out lies. Like everything that comes out of C.S. Goto's mouth, but that's another story. So no source is entirely authoritative, nor is it possible to be so.
Having said that, there are three primary wikis for 40k:
- Lexicanum: If you want the facts, Lexicanum will give them to you. It may not have all the detail in the world, but if there's a thing that's been mentioned somewhere in the 40k universe, then Lexicanum's probably got an article about it.
-The Warhammer 40k Wikia: I don't have to link this one, I think. The difference between Lexicanum and the Wikia is that the Lexicanum is wide, the Wikia is deep: It may not have an article on what you're looking for, but if it does, it will probably go more in-detail about it than Lexicanum does. I believe it may also cover game mechanics and such, but I'm not sure.
-1d4chan [NSFW]: 1d4chan isn't a 40k wiki. But it is an important part of the culture of at least one portion of the 40k fandom.
1d4chan is the official wiki of 4chan's /tg/ board - which I heartily recommend visiting if you are to sort who likes that sort of thing (that is, tabletop games and 4chan) - and what a wiki it is. /tg/ is very 40k focused, so it's got articles about all the big stuff in 40k (and some of the not-so-big stuff). However, it makes no pretense of being unbiased, providing insight into both the universe and its fans. It is also home to a wide variety of excellent AARs (after action reports - like Fanfic, but they (possibly) really happened at someone's gaming table) and fanfic. Love Can Bloom, the previously mentioned Warhammer High, Love and Krieg, Gav and Bob, Half Life 40k, Orkhammer, and other classic or otherwise fics call this place home, as do classic and much loved bits of fanon, most famously the Angry Marines (ALWAYS ANGRY! ALL THE TIME!)
In addition, if you're a roleplayer outside of 40k, it holds some fics and that are well and truly legendary, and others that should be. I could write a list, but the big one, the almighty legend of roleplaying, is Old Man Henderson. If you don't know Old Man Henderson, go read it. Now. I am dead serious.
But I digress. Just read around what interests you. Then go watch "If the Emperor had a Text-To-Speech Device" once you've got the basics down. Hey, it worked for me.
The other big way to attain information about 40k lore is through the books. The output of the Black Library is of varying quality: Some books and authors are universally loved, others are hated so much that the fandom - and even other BL authors - essentially consider their works non-canon (most infamously, C.S. Goto). Due to the canon policy stated above, this can actually happen. Here are some notable authors, and also some authors I know stuff about:
-Dan Abnett: Wrote Gaunt's Ghosts (Sharpe in 40k) among many other things. Is usually considered to be one of, if not the best writer Black Library's got, or ever had. I've really got to read this guy.
-Graham McNeil: The second of BL's largely-undisputed Holy Trinity. He also wrote a lot of stuff. Most important to me is that he wrote "A Thousand Sons," "The Crimson King," and most of other lore and background that defined my Legion's character from that point onward. His work tends to be more thoughtful: less action, more dialogue. Heck, one of his most well-known short stories, "The Last Church," is mostly just two characters talking. And talking religion and philosophy at that.
-Sandy Mitchell: The third (and sadly gone - he left BL) member of The Trinity. Sandy Mitchell is the author of Ciaphas Cain series, which is a blackly comedic series about a the famous commissar- just go read it already. It's good.
-Aaron Dembski-Bowden: The first more controversial writer on our list. On one hand, his Night Lords books were very well-received, and he apparently had some responsibility for making the Grey Knights less Sue-ish (not that he could have made them MORE Sue-ish). OTOH, he wrote "Master of Mankind." Which just by its plot summary and quotes makes me and many others think he's been writing Chaos for so long that he's forgotten who the Emperor IS. Many fans consider it noncanon, or at least untrue, as is their right. In 40K, canon works the way YOU do XD (to an extent).
-John French: Some Iron Warriors fans hate this guy. Thousand Sons fans (me) and others? not so much (seriously, if you read his 1d4 page, you can tell which bits were written by IW fans). Although his IW books do sound kinda dumb. Right now I'm reading his Ahriman Trilogy. The man literally had me at the introduction - as he described his ideas and intents, it was made clear that he understood what the character was about, and he know what he wanted to do with him. Thus far, the book's been pretty good. Then again, he had excellent material to work with: IMHO, Ahriman is one of the most compelling villains, if not one of the most compelling characters in 40k.
So there we go. Absurdly long, I know. Hope it helps!