So I've been starting to dip my toe into 40K lore. I'd like to know more about how normies live. I understand that 40K is a grimdark universe but there are many kinds of Imperium worlds and that not every human is a lobotomized slave in an Orwellian nightmare factory. My understanding is that as long as a planet pays their tithe and doesn't fall into heresy, the Imperium gives their planets a lot of autonomy to run their day-to-day affairs. A lot of humans live comparable lives to modern or historical real world humans. Their jobs are probably tedious and hard, but they have time off work and will marry and have children. I was told that young boys dream about being space marines. I'm assuming little kids have some equivalent to Cops and Robbers. I can see them playing out Space Marines fighting heretics or is that not allowed? Is heretical for a kid to play act a heretic or xeno? Is sacrilegious to pretend to be a space marine? What about plays, radio shows, television or movies? It would be good for propaganda to show triumphant space marines in the media but this means actors have to pretend to be Space Marines, inquisitors and other Imperium agents above them. And someone has to play the villains. Is it heretical for an actor to pretend to be a heretic for entertainment and propaganda purposes? Given that the Eclesiarachy doesn't want people to know too much about xenos or heretics, what are fictional portrayals of the Imperium's enemies like? What about the Big E and the Primarchs? Can actors legally play them?
That depends a lot on the kind of world and i'm gonna expand it later. But in the best cases i can already answer your main question: yes, media entartainment do exist. In a Ciaphas Cain novels it is mentioned a holodrama series about a fictional squadron of pilots during the Gothic War.
Ok, let's begin to scrap the surface. The imperium is huge. Many of its citizens are barely aware of a fraction of the things that we know by the lore. Billions of people live without having the chance to even see a space marine, for many of them their very existence is a myth, and often confused as a mere religious concept of the imperial faith. The Angels of the Emperor. The great majority of the worlds are not even aware of the more mundane threats that the imperium faces on a daily base. and those planetary systems that are, indeed, involved in a more active role in the defense of the imperium, are still inhabited by people that are kept in a state of ignorance by the imperial church and the inquisition. The mere knowledge of the existence of chaos becomes a weak point in the mind, an idea that can corrupt the souls. Planets as Cadia, or the home systems of the marine chapters are the exceptions. In the hive worlds, people are basically slaves... there's no "job" as we know it... there are more "assignments". An individual is given a place in the productive infrastructure of the imperium, and is given in exchange the bare minimum to survive. Television is a luxury, the core of the population passes the few moments of free time enjoining more mundane kind of fun... drinking, playing cards and so on. At most there will be a soviet-style propaganda to join planetary forces or the astra militarum... but that's not a sure thing, not if the main purpose of the world is to satisfy the production of certain goods, and there's no need of soldiers from that particular world. Agri worlds are basically farms in space. the population is composed by farmers, and at most they are vaguely aware that every once in a while the great ships come and go. But they don't lose time pondering too much about them, not when there are more practical daily issues at hand. The "fiction" is secondary. Feudal worlds are more interesting... yeah, they are like middle age technology, but some of them are ruled by knights households. People will certainly have legends and stories (oral transmission!) about the heroic deeds accomplished by their majestic lords. Stories often intertwined with religion and faith. If those worlds faced some incursion in the past ages, those myths will recall that, and child will play mimic the knights fighting against " space pirates" or something similar. In the systems were space marines are present, there will certainly be a strong element of fiction. it could be effective modern media in certain cases (ultramar?), while in other cases there will be plenty of myths, legends and traditions (Fenris?) the gist is that propaganda through "media" is a tool to prepare the new generations to try and join che chapters. The largest use of media as mere entertainment (television, books, holodrama, theaters and so on) will be certainly met in pleasure worlds and, by extension, the systems in which these worlds are. The same can be said for worlds that are not exploited by the imperium for mere industrial production, but are home of the various offices of imperial bureaucracy, in which the life conditions are more lenient and there is room for "social" improvements. This "fiction", will be the thing most similar to what we could have as modern humans And even in that case, the reality will always be clouded and hidden, to the point that many of these worlds, unaware of their own luck, at a certain point try to gain indipendence, not only without having a true knowledge of the effective strenght of the imperium (see the world of Derondii, razed to the ground by the death korps of krieg), but even without a knowledge of the true horrors of the galaxy of the 41th millenium (see the world of Rophanon, which was abandoned to its fate when a splinter fleet of tyranids arrived)
In order to get people to toil, even if you rely on sticks, you need some kind of carrot. Even Soviet propaganda had stories about war heroes and worker heroes who always greatly exceeded their quotas. In modern Earth, the closest thing we have to a "god emperor" is the Kim family in North Korea and they tell BS fiction to honor the Kims and honor those who serve the Kims well.
Sure, in many of the worlds that provide guards regiments to the imperium's war machine, heroic propaganda is a strong presence and we can take for a fact the existence of various visual media that exalt the great and wonderful destiny that awaits those who will serve in the army. Kinda similar to the propaganda shown in starship troopers, except on a bigger scale. Children will be expected and encouraged to play soldiers vs aliens. That's why to serve in many regiments is considered to be an honor (vostroyan, mordian guard...), while the concept of a gloomy, inevitable death is limited to a very small amount of those worlds (Krieg)
we should also keep in mind that the concept of fun and entertainment, is covered also by other things. Looking at officially known sports, scrumball is a game similar to rugby, which have leagues and (probably) championships. Across a billion of worlds there are probably many different types of ball games to keep the people involved in something different from the eternal working routine. In some novels it's mentioned regicide, which is basically future chess; we can assume it's probably a fairly popular game in the Imperium. But "intellectual" fun is not always looked for. I wouldn't be surprised if on many worlds the idea of entertainment is covered by arena combat. Especially on the death words, i expect there could be arena fights against local ferocious beasts (which could also be a sort of practical, visual lesson to children on the dangers of their homeworld)