OK, wait. after this thread and talking to some friends it came out that I should read heresy of Horus, and then I looked it up and it's 54 books? WTF? OK, Do i need to read anything before the Talon of Horus?
You could read A Thousand Sons before Talon of Horus but I wouldn't recommend it for a variety of reasons that I assume you don't care about.
Talon of Horus is 40K's The True Story of the 3 Little Pigs!; the narrator is a chaos space marine in the custody of the Inquisition and he's giving them the "straight dope" on events they weren't privy to. Because of the framing device you don't really need to know the "official" story.
There might be some stuff you don't really get but no one gets everything in this shit because of how sprawling it is. (I didn't know Nefertari was rather mundane for a Dark Eldar when I read it, for example.)