Really wanted to play the Vermintide games, but since you have to be connected to a server even to play solo, decided against it.

The Total War games look great... but quite a time and money investment.

Think I'll pick up Mark of Chaos when it goes on sale here again... and saw a local store (once they reopen) has Space Hulk Ascencion for $5. Until then will probably just pick up some Black Library reading.

for 40K there is gladius [hard game] and for fantasy warhammer total war is the best... just grab them on sales that happen all the time

If you like turn based i would certainly take a look at Armageddon 40k ( available here on gog )

For 10 more hours you can play TWW2 for free on Steam plus there is a discount on franchise.

From GOG I would recommend Chaos Gate and Shadow of the Horned Rat - but keep in mind both games could be tricky to make it run.

I was in your shoes half a year ago when my co-worker got me into Warhammer. The world interested me a lot, but I haven't played any of the games yet. The novels I've read are really excellent. Some of the best I can recommend from what I've read is:

Horus Rising (The Horus Heresy)
Soul Hunter (Night Lords - Traitor Space Marines)
Nightbringer (Ultramarines - Loyalist Space Marines)

I'd say you should pick a faction or event that interests you and get the novel about it. I started with Horus Rising and two of its sequels, and I learned everything I needed to know while I was reading. Also there's a Humble Bundle right now with lots of Warhammer e-books, including some of the ones I recommended.

Edit: it seems you are most interested in fantasy, while I was talking about 40K. Oops! I need more coffee..

No worries!

I haunt library sales and have a few Warhammer books, but other than a few chapters of the Konrad trilogy, haven't sat down to read them (yet).

I do have an interest is some 40K games (Space Hulk games, Space Marines, etc) but yes, more of an interest in the fantasy games and books.

Currently I'm just trying to figure out the difference between regular Warhammer Fantasy, the Age of Sigmar, and the End Times.

Nurgle. The answer is always Nurgle.

Game-wise, my definitive gateway into Warhammer was Vermintide. An odd choice, being a horde multiplayer "FPS", but it got me interested in the Endtimes timeline, and from there on the research began.

I had also played Dark Omen and liked it a lot... but in more recent times, I'd say the Total War: Warhammer games are a must. Complete with every faction (or nearly), to get you acquainted.

These are just starting points, everything else across all media will just fall into place afterwards ^^