It could be a multi-part campaign...
You start as a space marine who gets abandoned in a battle against chaos. You are newly-minted, left to die with no legacy, and witness imperial iconography being destroyed by space marines and find your will weakened, and a chaos sorcerer comes along and offers a new life in a new place...
After some friendly encouragement you find yourself joining the rebellion and on the run from the empire. With your pursuers seeming quite determined your new friends decide to try their chances on some unusual disturbances in the warp signatures that may belie powerful artefacts. Queue your arrival at a new world populated by delightful robots with a lovely green aesthetic who had slept in and are thrilled that you came along to wake them. thus begins another brief campaign as you escort the sorcerer to a temple to find exciting new treasures but, alas, things happen, and eventually it is only you and the artefact. You touch it, and, oh my, your body and soul get a divorce and you get a cutscene of the temple exploding and the locals being sent to meet their gods, in person...
Queue a time in the distant future where the world is part of The Imperium and a guardsman happens upon a certain artefact and the campaign begins. You possess a steady stream of guards over one or more long campaigns and slowly build up various arcane resources while being inclined to maintain the appearance of loyal guards.
After a while you have enough booty to open a portal to the super-fun-happy-warp-land and manifest as a chaos lord/demon/whatever and start a campaign of your own design...