Chaos

Identified as the energy comprising the Warp, the alternate dimension comprised of the thoughts and emotions of every sapient being in the universe, Chaos is also the name collectively given to those who worship it and the entities native to the Warp, known as Chaos Daemons.

While Chaos Daemons are born from the strongest of thoughts and emotions of all intelligent species, Chaos and the Warp itself are ruled by the four most powerful of these entities, referred to as the Chaos gods. These gods are known as Tzeentch, the Chaos god of change, Nurgle, the Chaos god of death and disease, Slaanesh, the Chaos god of pleasure, and Khorne, the Chaos god of blood and war.

Recently, Orion's Arm which is has placed sanctions on Chaos and the immaterial realm under it's relatively new King of Orion's Arm, more commonly known as the Horned God of Wicca who is enacting a feudal system that is believed to extend even into Chaos.

Daemons
Main article: Daemon (Warhammer 40,000)

Also known as "Neverborn", Daemons are ethereal entities created at will by any of the Chaos gods. Although they may manifest a physical body in order to access the material universe, a Daemon cannot be killed. The most harm anything can do is to "kill" the Daemon's physical form, resulting in the essence of the creature returning to the Warp until they are able to manifest a new form or the Chaos god they serve reabsorbs them at their choice. Alternatively, a Daemon may possess the body of a Chaos worshipper rather than manifest their own, turning the host into an unwilling puppet bent to its will.

The Lost and the Damned
As the Chaos gods grow in strength, so too do their influences on the material universe, including their influence on the minds of sapient species who are compelled to worship them and dedicate their lives to their service. The Lost and the Damned refer to ordinary people who have pledged their loyalty to the ruinous powers of Chaos, usually resulting in some form of mutation or the summoning of Daemons to join their ranks.

Chaos Space Marines
Considered the most powerful worshippers of Chaos, Chaos Space Marines are the Chaos counterparts to the Space Marines, the elite superhuman soldiers of the Imperium of Man. The original Chaos Space Marines were once loyal Space Marines who turned on the Imperium and swore loyalty to Horus, the favoured son of the Emperor of Mankind who became corrupted by Chaos and incited a rebellion against his father in a crusade to become the ruler of the Human race and dominate the galaxy, known as the Horus Heresy. Primarily residing in the Eye of Terror, a massive rift where the universe and the warp meet, Chaos Space Marines are divided into countless warbands, each dedicated to a different Chaos god or all four of them undivided.