another thing that nobody mentioned yet is that the imperium has the space marines who are the heavily-armoured genetically-modified superhuman special forces guys, and then the vaaaast majority of the army are the imperial guard who are mostly just conscripts with shitty guns who get sent in human wave style to die en masse

there are various themed imperial guard regiments that have distinctive uniforms and fighting styles of their planet. the most popular amongst warhammer nerds are the death korps of krieg, who resemble gas-masked wwi soldiers with a german-style helmet. purely coincidentally, they seem to be most commonly painted in feldgrau colour schemes