Ey there! I'm getting into both 40K and Fantasy. Just started some Dark Eldar and figured that the best way to get started with both games at once would be to start a Daemonic army alongside my raiders that GW doesn't like to supply in the store... Though I like DE the best I can't help but love every Daemon unit! I especially like their playstyle in 40K. It's unique and really cool.
I'm kinda concerned about the Fantasy part, though... While they are my favorite fluffwise and there's virtually no unit I dislike I keep hearing from everywhere about them being overpowered. It won't stop me from playing them but I don't really want to alienate people, y'know? Do people really freak out that much about Daemons?
Anyway... Chaos has so many options for conversion and painting I love it! I'm really looking forward to seeing my undivided legion grow alongside my Kabal!
Welcome to the forum.
I think perception and reality are somewhat different, but really perception is what counts when you are talking about a friendly game.
Daemons like any army are how you build them - choose a friendlier or themed list and you are less likely to have folks unhappy.
If you are going to play both you may want to check Gale Force Nines specially designed movement trays that allow you to use round base 40K minis in fantasy (just google it. . .)