"HEY WHAT'S UP GUYS!! IT'S ME, THE GREAT HORNED RAT, THE FOURTH CHAOS GOD!! JUST THOUGHT I'D... POP POP IN ON Y'ALL AND SPREAD THE INFECTIOUS JOY OF GREAT HORNED RAT DAY!"
The Great Horned Rat does not appear anywhere in Warhammer 40,000. In Warhammer Fantasy, he rules the Skaven, a race of horrible rat-creatures that are constantly plotting the demise of every other race. He was only a minor deity, but was elevated to a major Chaos God when Slaanesh vanished after the End Times, and remains such in the new Warhammer: Age of Sigmar setting. Khorne, Tzeentch, and Nurgle are not overly happy about this.
The Great Horned Rat shows up to declare that his new holiday, Great Horned Rat Day, was going to replace Slaaneshmas since Slaanesh "doesn't exist" anymore, and start eating the corpses of Slaanesh and Malal.