I played through a Psyker to level 30 and was really enjoying the storyline and most of all, the artwork.

This game has a real feel of the 40k universe and the Martyr envionment is genius. 

There were issues that I will cover but lets keep with the positives.

The skill system is really nice and the combination of the perk and skill system gives the game a real character progression feel.
The items are clever and I always felt like I was getting an upgrade everytime I put something new on. Even if it was minimal. This is a successful system in my mind.

The cover system is pretty cool but mostly I found myself running away to streamline the incoming mobs and take them out in a more orderly fashion. Although I used it a lot when I got caught out and needed to replenish my suppression stat.

Now I did have issues with the game in terms of bugs, as we all do.  
I had a skill point given that did not get applied so I couldn't add it. This was from a heroic deed I believe.
The text cuts off in some places when using the largest font (I play in 1440p but it happens in 4K also.)
Sometimes a sound cue wouldn't activate.
Sometimes the general gameplay sounds would cut out, but I imagine that is due to max sounds being reached.
Sometimes Molten Beam would not hit a character standing next to cover but uncovered (shooting back). This would force a re-apply to connect.

My main gripe is with the story though.

I was happy with the story for the most part but it ended in a terrible way. I met The Great Unclean One and was beating it really easily. I mean, I ran around and killed the pustules and then it took less than 10 seconds to burn down what is essentially a God.
The add insult to injury, the Alpha Pariah, who was nowhere near me and at the back of the room, took credit for the kill at the last second.
Not only that, this huge Greater Daemon of Nurgle, just stands there and does nothing but spit at me. Which does no damage.  Then when it changed phase and pulls out a Plague Flail, it never used it. These daemons are supposed to be quick for their size and incredibly difficult to take down, all the while poisoning everything it touches until it withers.  This was more like a cardboard cutout that waved at me.  This fight needs to change to something more challenging and worthy of an end-of-story fight.

And with that, the Hal9000, I mean the Martyr, tells me to get lost and flies back into the warp.  Roll credits.

I mean... it was the most underwhelming end of a story I've ever read in wh40k.

Now I need to go into end game so I'm obviously only part way through the content, and I'm sure the story will continue at some point, but with console releases, bug fixes, end game content being addressed and the flagging userbase, I get the feeling we won't be seeing that storyline get adapted. Which pains me.

This is a great ride until the end of the story, at which point I wonder what my motivation is.  To grind and wait in case? Should I put it down and hope? I just don't know.  I guess I will play some more and see where the chips may fall.

Overall I would recommend this game to wh40k fans, if not just for the artwork which is frankly sexual its thats good.  

[edit: Some things I forgot to say]
1. I was excited at fighting Black Legion, my main tabletop army. However I saw very little of them and they were too weak.
2. It would be nice to play as Chaos and do the other side of the story. Perhap using the Martyr as a Tug-Of-War PVP/PVE environment.
3. Some of the fights didn't feel epic at all. Seeing a dreadnought or a greater daemon should inspire fear and be the start of an epic battle.  That is what makes 40k so special. Knowing your enemy may be unbeatable, but surviving against the odds.