A Warhammer 40,000 space marine is not just your usual sci-fi super soldier. They are hulking behemoths, 10 feet tall (and about 10 feet wide too). They don’t move like people, they move like freight trains. They have the physical bearing of an industrial freezer unit and the emotional intelligence of a crocodile. They do not retreat and they do not surrender, and their 9-to-5 is fighting the worst things you can possibly imagine over and over in a completely futile forever-war.
I would recommend playing the first game (it’s good, though it is showing some age). Apart from that: no, you don’t really need to know the lore to follow along. And the comments in this thread have given more than enough background to follow it.
That being said, if you’re interested in the lore I’ve been listening to a podcast called “Laying Down the Lore Warhammer 40k”. I found it entertaining and informative