You are a guardsman who was about to get killed by a heretic.

Then a hospitaller sister saved you.

You Met after she amputated a heretics arm holding your neck

"Unhand them Heretic FILTH!!!..

(Kills the heretic)

Are you alright Dear?"

You blacked out and woke up in a Rhino with your head in her lap

"Ah! Loyal Servant of the Emperor, you awaken. Please rest, you have earned i~”

(The rhino takes you both to a large cathedral that’s your sorta new base)