Making active attempts at becoming a true 40k loremaster. I'm already a giant nerd so it's going well. While reading 40k books, I make sure to write down anything and everything that I feel might be worth remembering in my notes, together with page-number and book title. My notes are now huge.
I scrutinize a lot, like a big nerd, and make sure that I find a proper sources for everything.
I own a huge majority of all existing rulebooks, codexes and supplementary material from 1st to 8th edition. I also own all Horus Heresy books (including the Primarchs series), and a huge slew of other 40k books that has been released across the years. Unfortunately I haven't actually read all of it YET, but I am definitely intending on doing so. I also make dumb 40k youtube vids at times under another alias.