I remember reading about one 40k RP group whose GM went out of the furry closet during a game, with the players proceeding to totally mess it up out of spite. Don't remember where I read it, though.
Oh, God. Just reading about that game was...I don't know. Messed up...? To say the least, how about actually playing it?
It's pretty much unplayable, I was in a group that tried so we could write "terrible games" blog posts about it.
That said character building can be surprisingly fun, despite how obtuse the process is, just because you can roll up such ridiculous results. Everything is random and there's little sense behind the numbers as a whole. One player rolled up a gnome that could somehow fit in her own vagina due to rolling minimum body dimensions and maximum vaginal circumference and depth. It's like playing one of those random roll CYOAs where you're basically just giggling about how stupid a set of results you get.
Once you get to actual playing, though, it falls apart completely because of the terrible system. For starters it's absurdly lethal, like Dungeon Crawl Classics lethal. Except that where you can generate a DCC character in a minute or so, and the game encourages you to start with, like, half a dozen characters and expect to lose most of them in the first adventure, FATAL expects you to spend 45 minutes lovingly building your character only to lose them in the first two minutes of gameplay, and it only takes two minutes because of how many tables you have to roll on to resolve the first enemy attack. There are individual spells where you need to solve quadratic equations to figure out the radius of the fireball* and if you fumble there's a chance your spell will kill every living thing on the planet so it's not really clear why the world even still exists given the high probability and the fact that the PCs aren't the only ones who cast spells.
*I don't think it was actually a fireball, can't remember the exact spell.