A Juggernaut of Khorne is a daemonic steed. It is shaped roughly like a cross between a dog, a rhino, and a bull. The Juggernaut is fused with armor of brass, iron, and other mechanical parts. Oh yeah and their blood is molten fire, so have fun trying to chainsaw that rampaging daemon bull in half.
Khorne may gift a particularly effective unit of Bloodletters with Juggernauts to ride into battle; these units are called "Bloodcrushers." Similarly, particularly favored mortal followers (at least in Fantasy) occasionally get Juggernauts, becoming "Brass Knights" or "Skullcrushers." Lords or Heralds of Khorne leading an army may also do so mounted on a Juggernaut or a Juggernaut-drawn chariot.
Of course, Khorne doesn't just give them the reins; he allows them to enter the corral where Juggernauts live when they aren't killing things, and to choose one of them as a mount, but they are expected to tame it themselves if they wish to use it.
Within Khorne's domain, Juggernauts are native to the Hunting Grounds which are basically an area populated by seriously pissed off mecha rhinos. Those Juggernauts whose ruddy hides are so dark as to be crimson or almost black tend to be the most aggressive creatures, dominating and killing many of their wild kin. The most violent Juggernauts are highly prized by the Blood God, for they are ideal for use in daemonic challenges of strength, or even as rewards for those who prove their value to Khorne. Like the rhino it is based on, Juggernauts are intensely territorial, and are indiscriminate in their rage. Any being who approaches, whether summoned mortal or foolhardy Daemon, will find itself on the receiving end of a Juggernaut’s charge, and trampled beneath brass-shod hooves.
An interesting note in their anatomy is that they are more of a fusion between machine, daemon and biological materials (duh). Its riveted brass hide is covered in needle-sharp spikes, and it is branded with the Marks of Chaos and Khorne, each sigil sizzling hot with fire. This toughened exterior ensures that the Juggernauts endure bolter fire with relative ease. There are few signs that might be considered flesh to be found on a Juggernaut, save for the eyes that burn with intent of MAXIMUM FUCK and rows of savage-looking teeth that drip with their victims’ blood.
The Juggernaut’s piston-driven tendons and ligaments are composed of Warp-tainted brass, as are the thick, sharp blades and serrated crest atop its muzzle. Yet the Juggernaut is most definitely a creature with a mind of its own. Its breath fogs the air with each snort, a grunt that resounds like thunder while its shod-hoofed kick rakes up ash and dirt.
As previously mentioned, they also have blood made of molten fire. Although seeing how fire is nothing more than a exothermic reaction, making fire 'molten' is a bit...stupid, unless of course it is a euphemism for fucking LAVA.