Obviously Kill Team is very popular at the moment but if I am totally honest I find the 40k universe a bit impenetrable and not an easy one to dive into without having had any background knowledge of the game.
However there is a nice alternative called "Star Breach" which is free to download and has the advantage that it supports the use of any sci fi models, including 40k but also anything else that you might have lying around.
Squads or "warbands" as they are called in the rules range between 3 and 15 miniatures. I realise that Kill Team will be most people's top priority but worth a look anyway, maybe?