Do you have it already?

Go and claim some clay.

Was die Großmutter noch wusste.

No, I think this is one if the best starting points overall. I hope you are going to enjoy it. 😀

The Horus Heresy cycle is a good way to start. It is 10 000 years before the "current" events in 40k and explains a lot. But it is in of itself a big pile of books. I would say, read the first 3 and then pick whichever book interests you next.