A number of people seems to be having issues when starting in game, resulting in a crash to desktop or an indefinite black screen. Here are some of the known fixes that may work for you.
Start Game in Offline Mode
Some people have claimed this worked for them. In Steam, go to Steam in the top left corner and press: Go Offline. Now start the game.
Wait more than 5 minutes
Some people have claimed they had to wait quite some time for the game to load, longer than most games.
Add the game manually to Firewall Exceptions
Sometimes the firewall exception window doesn't appear and the user will have to add the game manually. A combination of this fix and the above two may be needed in order to be effective.
Turn off Steam Overlay for Warhammer
Go to your library, open up the properties of Warhammer. In the General tab disable Steam Overlay.
Otherwise, make sure you've updated your graphics card drivers, restarted steam and your PC, as well verifying your game cache integrity.
Disable mods you've installed, or just remove them. Some people have installed mods that may cause your game to crash. if you do have mods installed, remove them just to be sure.