[quote=@Fenris123]
[@ClocktowerEchos] Do we have to play as a legion or could play as a princeps of a titan or a magos?
[/quote]

You can have connections to a titan legion or a magos but you have to play a Legion and Primarch.

[quote=@VKAllen]
[@ClocktowerEchos] Are you okay with meet playing as a Grey Knight Crusader?
[/quote]

Same answer as above, you have to play a Legion and Primarch. Plus anything resembling the Grey Knights have yet to be formed, we're starting basically at the very start of the heresy, pre-Istvan V.