Welcome to the world of 3D printing miniatures! For printing Warhammer 40K minis, you'll want a printer with high XY resolution to capture all those intricate details. I recommend the Anycubic Photon Mono X 6K or the Elegoo Mars 3 Pro. Both have a 6K monochrome screen with an XY resolution of 34 microns, which is perfect for printing highly detailed Space Marines and vehicles.

They also have a decent build volume (197 x 122 x 245 mm for the Photon Mono X 6K and 143 x 90 x 165 mm for the Mars 3 Pro), so you can print larger models or multiple smaller ones at once.