I'd recommend beginning with 'Gaunt's Ghosts' series. It offers a good mix of action and character development, giving you a solid introduction to the Warhammer 40k lore. Also, it's relatively accessible for newcomers.
I'd recommend 'Horus Rising' as a great one to start with. It's the first book in the Horus Heresy series which is a huge and important part of the Warhammer 40k lore. It gives you a good introduction to the Space Marines, the Imperium, and the main characters like Horus. You get to see the events that start the whole downward spiral for the Imperium.
For a start, 'Angels of Caliban' could be a good choice. It has elements of mystery and the connection to chaos is gradually revealed. It's a bit different from the more straightforward chaos - centered novels but still gives you a taste of how chaos is intertwined with the different factions in the 40k universe. 'The Damnation of Pythos' can also be a starting point as it throws you right into a world being consumed by chaos, which can be really exciting.
Definitely 'Horus Rising'. It's like the gateway to understanding the whole Horus Heresy saga which is a huge part of the 40k lore. You meet characters like Horus and the Primarchs, and start to understand the power dynamics and the betrayal that shapes the universe.
First, choose the two universes you want to cross over. For example, if it's Warhammer 40k and Star Trek. Then, research both universes thoroughly. Know the lore, the characters, the technology, etc. After that, come up with a basic plot. Maybe the Starfleet encounters the Imperium of Man and there's a misunderstanding that leads to conflict at first.
One great one to start with could be 'The Knight of Talassar'. It gives a really good introduction to the Imperial Knights, their lore, and their place in the Warhammer 40k universe. It has exciting battles and interesting characters.
One great one to start with is 'Dante'. It gives a deep look into the character of Dante, the Chapter Master of the Blood Angels. It's full of action and shows the unique culture and traditions of the Blood Angels.
One great one to start with could be 'Soul Hunter'. It really delves into the dark and brutal nature of the Night Lords. It gives you a good sense of their culture and how they operate within the Warhammer 40K universe.
One great starting point is 'The Knight of the Blazing Sun'. It gives a really good introduction to the Imperial Knights in the Warhammer 40k universe, with an engaging story that shows their power and honor.