Well today we had our real first session.
It started out with me opening by telling the group that there was some XENOS sightings on this hive world. The Ordo Xenos told the inquistor about this and he sent the acolytes out. My players met up with this group of smugglers/scum and started to question where they found this Xenos technology. The smugglers took them to there hideout and showed them the piece of technology. Immediately they knew it was the Eldar. Then they asked where they found this technology. The smugglers showed them. They found an eldar craft and went inside to inspect it. The psyker started to detect a psychic energy flowing about the room. Lightning bolts started to shoot at the group. Then they saw a figure and there popped a warp gate where figures were starting to emerge. The eldar psyker then whispered to our groups psyker and told him "Not now, we shall meet again".
After this I got them into combat with three warp zombies. Lets just say the zombies got owned. After the combat. They reported back to the inquistor and told them what they found. And now they are on the search for the eldar warlock.
If anyone is at the store tomorrow I shall tell in more detail.