I felt that the introductions to Slaanesh and Nurgle were stronger than Tzeentch: they explored in detail the why's and how's that mortals may come to them through direct or insidious means. It think the writers missed this opportunity with Khorne, but with Tzeentch, his various aspects weren't too obvious, but at least they had a go. Somewhere in between the aspiration to power and the manipulated, all come to serve the great conspirator.
Given the strong connection to sorcery, there is an extensive section included on the nature of magic in the Warhammer world. Although enjoyable, it probably isn't the highlight of the volume. The discourse on the nature of chaos and how souls fuel the growth of such gods is a paraphrase from the Lost and the Damned / Slaves to Darkness, but very welcome. The strength of the volume for me was the initial exposition of the nature of Tzeentch, the exploration of the daemons of Tzeentch and the fleeting references to the Thousand Sons legion.
For me, this volume sits below Slaanesh and just below Nurgle in interest and span. But it is a long way ahead of Khorne still.