This is my first time being a GM and the first time for a few in my group playing at all so we have chosen to play Dark Pursuits is there any advise people could give me to help make the evening enjoyable for us all.

Extra info

Whole Group size is 4 (including myself)

All have knowledge of the 40K universe

Have all die required

and have copies of the core rule book and GM kit

I don't suppose you know what PCs they'll be playing? If they haven't made them yet, make sure they make complementary PCs: nothing is less fun than being in a group completely handicapped by the entire group missing a basic skill: aim for at least 1 PC with Tech-Use (even if he's not a Techpriest), and try to get Charm/Scrutiny/Deceive somewhere (they don't all have to be on the same PC, but someone must have a chance to do all that). Aim for every PC to be potentially at least a bit useful in every situation (combat-centric PCs should at least get Intimidate or Awareness - they usually have good Per and Str anyway; and non-combat PCs should have a grenade or two or a weapon capable of suppressing fire - a laspistol will do!)

Get your PCs to decide on an intended playstyle before starting the mission and making characters: what's the point of 3 PCs made for a subtle approach and diplomacy when the last one is running around in heavy armour with an autocannon or something?

Now to some more important factors: get them to talk to each other for the game starts if they don't know each other - try to make everyone comfortable with each other! Get some snacks or drinks, too - this really helps if the session is long.

Do your best to evoke the setting - it shouldn't just be a blank backdrop! If you can get the main themes of the Hive World and heresy accross, everyone gets into character better and feels more implicated (and understand the situation better).

If your players know 40k well, this is critical - most of the fun will come from playing in a 40KRPG and not just "another D&D campaign". It's an interesting change, and that's always very welcome the first few sessions!

If some of them have made good backstories, see if you can make them useful at least once. Nothing major, but giving a PC from the Imperial Navy the chance to do something special at the spaceport for example! Most Outcasts or Highborn will have skills that will come in useful either at the start of the adventure for Highborn or in the Underhive at the end - play up the fact that they have them because of their backstory. Make them feel like part of the universe you are putting so much effort into skillfully evoking!

I would also start with an "introductury sequence" where they get to know each other's characters and are possibly even recruited.

The title of your thread says you already have the most important thing in mind: this is a game and the point is to have fun. So you're off to a great start!

As GM, make sure you read through the whole adventure so you know who's who, where's where, and what everybody is up to. Prepare for the first couple combat encounters your players are likely to face.

That said, don't stress yourself out prepping. Your players will go off the rails. Roll with it. There's nothing a player hates more than bumping into invisible walls and being told where to go, and there's no greater skill for a GM to have than improvising things.

Cps knows what is up, no plot survives contact with the PCs. You just have to learn how to use their actions to further the story.