I wonder what aspects the first stories will focus on - will it be the grand Space Opera of the Heresy, a focussed and grizzled trench warfare series with the Guard, the crazed gangs of a hive city and the Arbites sent to police the broken city, Big E reconquering Terra in the Unification Wars.
If we put ourselves in Amazon's shoes, it's whichever story would bring them closer to their business goal, my guess is they'll do the Heresy, Terra's invasion, or something else that is action packed to get people hooked, then flesh out other stories if it works out.
Even just a one off with a particularly maverick Rogue Trader could introduce people to the various spacefaring species of the 41st Millenium - Stealing from the Tau, sparring with Dark Eldar, and enlisting aid of the Inquisition when Chaos comes a calling.
Soooo much possibility.