I think 'Blood Pact' can be a great starting point too. It shows the other side of the conflict with the Chaos forces. You get to understand their motives, their power, and how they operate. It's really interesting to see the contrast between the Imperium and the Chaos in this novel.
Definitely 'Horus Rising'. It's like the gateway to the whole Warhammer 40k saga. It sets the stage for so much of what's to come. You learn about the politics, the power struggles, and the different factions within the Imperium. It also has some really cool battle scenes that show you what the combat in this universe is like.