Once you learn the rules to Warhammer 40,000, you're in for a nasty surprise. To play the game, you also have to learn the rules for your army. You need to know your army special rules, you need to know your warlord's enhancements, detachment stratagems, unit and character abilities, plus the core stratagems from the main rulebook. Not only that, but you may also need to keep in mind any variety of special rules, such as environmental dangers, objectives, win conditions, and so on, specific to the mission you're playing. It's too much data to keep in your head, and it comes from too many disparate sources for you to track as you play. The answer is to simplify. Work your way up to fullscale Warhammer 40k so you can learn and remember its rules over time, while at the same time having a lot of fun playing the game.
There are tabletop board games out there with literally one or two rules, and they're great fun. But most have at least a 10 or 20 page rulebook, while D&D and other roleplaying games often take up 100 or 200 pages. Strangely, the word count used to describe how to play a game doesn't always reflect how complex the game is. It may be that the rules writers have a bad habit of using too many words to convey simple concepts (usually, to be fair, for fear of ambiguity), or conversely that an infinitely complex concept can be conveyed in just a few words. The Warhammer 40,000 game engine itself is surprisingly simple. It takes about 30 pages to explain (and that's not accounting for gross verbosity and graphic design), but in White Dwarf issue 490 there was a 1-page (front and back) cardstock rules summary, so the rules are definitely not overwhelming. Repetition is the mother of expertise, and with either the full rules or the 1-page summary, you can learn the game by playing with just the core rules initially. The more you play, the more familiar you become with the main game loop (Combat, Movement, Shoot, Charge, Fight) and the loops within each of those (such as roll to hit, roll to wound, roll to save).
Once those loops are down to muscle memory, you can add in further complexity, such as stratagems, or individual model stats, and so on. Here's how I do it.
Grab two miniatures.
Place them on the table.
Have them fight to the death using Warhammer 40,000 rules. Don't use Command Points, stratagems, enhancements, or any special ability. Use only the weapons listed on the miniature's datasheet.
Repeat this process. Often.
This is a very reductive version of the game, but it forces you to get familiar with model datasheets and with the attack sequence. Personally, when I was doing this to learn, I didn't bother with movement distances. Models were either at range or they were in melee. The point of a cage fight is to get good at shooting using the Ballistics Skill (BS) and fighting using the Weapon Skill (WS).
The goal is to learn the core combat sequence, which strangely is kind of a mini-game in itself, in 40k. Here's what this exercise teaches and reinforces:
You learn to use the Attack (A) stat to know how many dice to roll. You also learn that Weapon Skill (WS) is for Melee weapons and Ballistic Skill (BS) is for Ranged weapons, and that the one you're using is your target number. In other words, if a model has 2 Attacks and Weapon Skill 4+, then you roll 2d6 and hope for a 4, 5, or 6.
Eliminate any dice that failed and set them aside. Then gather up the successful dice and use them to roll to Wound. For a success, you compare your weapon's Strength to your target's Toughness. 4 wounds when Strength and Toughness are equal, 3 wounds when Strength is greater than Toughness, 2 wounds when Strength is twice Toughness. 5 wounds when Strength is less than Toughness, and only a 6 wounds when Strength is half Toughness.
When you roll a 6, it's considered a Critical success because it's as high as you can possibly roll on a six-sided die.
Sometimes, a Critical Hit invokes additional effects:
The model that's been hit and potentially wounded finally must make a Save. The model's Save (Sv) stat is the target number, but you must subtract any Armour Penetration (AP) of the weapon from the roll result.
Some models also have the option to roll an Invulnerable Save to ignore Armour Penetration, or a Feel No Pain roll to ignore a Devastating Wound.
That's a lot to remember, but the point isn't to remember it all from this blog post. The point is to play a focused "cage fight" so that these special cases come up often enough for you to internalise them.
To be fair, it's harder to keep track of all this when you're learning on your own, because you're performing the actions of both sides. In a real game, you only perform either the attack actions or the save actions. If you have a friend learning with you, then cage fights are even easier.
If it helps, you can pre-roll for one model, and then play the cage fight as the other model. Pre-rolling doesn't have to be scientific. Just roll a bunch of dice and write down the numbers. Then use those numbers during the cage fight, in the order they appear, for each roll that the model would have to make in a real game. By doing this, the only actual dice rolls you have to focus on are your own model's. Do this for both the attacker and defender, because in a real game you'll be both of those things, just never at the same time.
There's also the benefit that this only requires two (or zero, if you do this entirely as a mental exercise) models, so if you're just testing the waters to find out whether you even enjoy Warhammer 40,000 this requires minimal investment. It could be that you don't enjoy Warhammer 40,000, and that's alright because there are lots of other miniature wargames by Games Workshop, Osprey, Warlord, Snarling Badger, and so on, that you may like more.
Once you're bored with a cage fight, it's time to level up. A fight club is a formalized cage fight, using special rules from your army's index or from the core rulebook.
Setup is the same. Grab two miniatures, place them on a table, and fight to the death.
This time, each one starts with 1 Command Point (CP), and earns 1 CP each round as usual. Any relevant stratagem, enhancement, or special ability is fair game. Some may not apply (Deep Strike doesn't really work in a one-on-one battle, for instance), but use the ones that make sense.
With all these new rules in place, the fight is likely to take longer than before, not because the fight itself lasts longer but because you're spending more time looking up rules.
The fight is also liable to be unbalanced, because one miniature's special abilities may be more useful in this context than the other's. If that's the case, then add another miniature to the weaker side when you run the fight again.
After a while, you'll likely have added miniatures to each side in a back-and-forth attempt to balance the combat. Once you have 3 or 4 miniatures on each side, you're essentially playing a skirmish game. A skirmish wargame is one that treats each miniature as an individual, rather than as a unit (or "squad" or "troop") the way Warhammer 40,000 [sort of] does.
To play a skirmish battle, ignore the Unit Cohesion rule. Each miniature is its own unit, and can move independently of its team members.
Continue to use all the special rules. By this point, you've probably memorised many of the general strategems, and probably many of the special abilities of each miniature.
Once you're playing Warhammer 40,000 with 8 or 10 miniatures on the table, and you're using all the rules, you're basically playing Warhammer 40,000. At this point, you can add in actual units of miniatures as defined on the datasheets (a unit of 10 Skitarii Rangers, or a unit of 5 Space Marine Intercessors, and so on). These units respect Unit Coherency, and move around the table together, but each miniatures makes an individual attack based on the weapon it has equipped. In short, there's a cage fight embedded within every game of Warhammer 40,000, because ultimately it comes down to 1 miniature attacking another 1 miniature, even though you may be rolling 4 or 5 or 9 attacks (1 attack for each functionally identical miniature) at once, and the defender gets to decide which 1 miniature (or miniatures, plural, in the case of Mortal Wounds) gets removed when wounds get through.
Pitting 2 miniatures against each other using the combat rules you're desperately trying to learn is a great way to engrain a game system into your memory. You might think it's no different than playing a game with 30 miniatures on the table, because after all with more miniatures you're repeating the process that many more times, right? In practise, those 30 miniatures usually have unique rules that muddle up the process. Reduce the variance, and fight it out with 2 miniatures first. Do that a lot, until the system is second nature. Then add in extra rules and extra miniatures. It works every time.
All images in this post copyright Games Workshop.