Warhammer Fantasy Roleplay is typically a slop-around-in- the-gutter type of fantasy, where every brass pfennig, every arrow or bolt, and every blow struck counts. It is, on the whole, a grimmer, bloodier, grittier affair than D&D.
Magic (or magick) is significantly rare. It is not a world where every sixth person is a magic-user and neither are there bucket-loads of magical (or magickal) items just lying around. Sorcerers, as a general rule, make up about 1% of the entire population of the Old World. Most Old Worlders are solid, practical folk with little patience for such things as sorcery and magick and other things that cannot be seen or touched, and as you will come to see, as a result of (mis)- information given by the various religions at large in the Old World, many of the common folk, and even some of the more educated people, are actually a little wary of magick, if not downright terrified of it.
The Empire is the setting of your character’s adventures, a country comparable to central and eastern Europe of the mid-to-late Middle Ages, the Renaissance, hence the German-sounding names of the characters and places.