I like games like Pathfinder, Age Of Wonders and so on. This game looks very interesting too.

The problem is. I have no big (or actually, any) knowledge about the Warhammer 40K universe. And my question is - Can I start playing this game without any background knowledge? Some games can be played without any prior knowledge, or have a in-game tutorial/library to bring you up to snuff. How about this game?

And if this game is not really enjoyable without prior knowledge - Can somebody recommend a "starting point" game that will let me enjoy this game later on?

Absolutely. Rogue Trader is using similar mechanics to Pillars of Eternity or Pathfinder (key words) to give background, explain history, so no prior knowledge of lore is needed. You will pickup everything while playing.

Thanks! Good to know all that. It looks like I will try this game out then.