Inquisitor Gregor Eisenhorn is a major character in 'The Eisenhorn Trilogy'. He is on a constant quest to root out heresy and chaos, using his skills and wits to survive in a very dangerous universe. He has to make some tough choices that really define his character.
One of the main characters is Ciaphas Cain. He is from the 'Gaunt's Ghosts' series. He is a bit of a reluctant hero, always getting into and out of trouble in the most interesting ways.
There's also Commissar Yarrick. He is a heroic figure in the Warhammer 40k novels. He has fought against the Orks many times. His tenacity and leadership skills are what make him stand out. He is a symbol of the Imperium's resistance against the alien threats.
In many of the novels, Asdrubael Vect is a significant character. He is a powerful and cunning leader within the Dark Eldar society.
In 'The Knight of Talassar', Sir Hekhtur is a main character. He is a noble and skilled Imperial Knight who has to face various challenges. His character is well - developed, and we see his growth throughout the story.
Azrael is a main character. He is the Supreme Grand Master of the Dark Angels and plays a crucial role in leading the chapter.
Marshal Helbrecht is a main character. He is a powerful and respected leader within the Black Templars. His decisions often shape the course of their crusades.
Mephiston is also very important. He is a Librarian with extraordinary powers. His character is complex as he battles with his own inner demons while using his psychic abilities to aid the Blood Angels in combat.
There are many main characters. Horus, as I said, is a central figure. The Emperor, of course. Then there are the various primarchs. For example, Sanguinius, the angelic primarch of the Blood Angels. He has his own story arc of loyalty and the struggle against the heresy. Also, Fulgrim of the Emperor's Children. His fall to Chaos is quite a significant part of the narrative. And Guilliman, who later plays a huge role in trying to hold the Imperium together after the heresy.
The Empress herself is of course a main character. Often, you'll also find Space Marines, as they are a significant part of the Warhammer 40k universe and interact with the Empress in various ways. Imperial Guardsmen may also be present, depending on the plot of the fanfiction.
I don't know for sure, but it could be the Space Marines. They are often central characters in Warhammer 40k stories.
In the Warhammer 40k War of Secrets novel, it's possible that there are main characters from different factions. There might be a tech - priest from the Adeptus Mechanicus who is trying to unlock some technological secrets. Or perhaps a Commissar who is involved in uncovering some political secrets within the Imperium. There could also be a Chaos cultist whose actions drive part of the story as the Imperium tries to root them out.
A Vampire Lord from a long - lost dynasty could be a main character. He might be trying to reclaim his former glory in the 40k universe filled with so many powerful factions.