"There are no civilians on Krieg, only soldiers."
- – Common saying
Krieg (quite literally German for "war") was once a relatively nice Hive World, a thriving hub of commerce and manufacturing that was home to billions, but that all changed in 433.M40 when the High Autocrat declared their independence from the Imperium of Man. A global civil war broke out and the heretical separatists swiftly exerted dominance over much of the world and its planetary defense network. Normally independence is suicide at best, but Krieg had such good defenses even a Sector Fleet would fail, which meant Krieg had a real chance of surviving on its own (until someone uses a stealth ship to exterminatus like a kill ship does). The loyalist Imperial Guard 83rd regiment under the command of Colonel Jurten staged a coup, taking control of Hive Ferrograd, however they were under siege and no outside aid was coming to help them retake the world. Alone and with orders to retaliate and reclaim the world at all costs, the loyalists fired their atomic rockets into the heretic hives, annihilating them, preventing Krieg from falling to Chaos. This Purging resulted in the surface of Krieg becoming a blasted, uninhabitable Death World, trapped in an eternal nuclear winter; only the underground bunkers and deepest depths of its former hive cities were capable of supporting any kind of life.
The Purge wrought two changes in the psyche of the Kriegers: first, they had a debt to discharge, in order to make up for their Autocrat's heresy, and second, they got very used to digging underground and building bunkers and forts. Thus, the Death Korps of Krieg were born, an army of fatalistic siege-warrior clones. Visually, they are styled after WWI soldiers, with a propensity for trench-digging and hazmat gear. Fierce and callous, the Kriegers vowed to retake their world even if Imperial pencil pushers had already written it off as a loss. The Purge had merely evened the odds. The civil war raged on generation after generation as the loyalist's descendants purged the heretics trench to trench and tunnel by tunnel and after 500 years of warfare Krieg was finally retaken for the Imperium and for Big E.
In 949.M40 Krieg finally rejoined the Imperium with little fanfare. The only ones who really took notice were the Departmento Munitorum, who were annoyed that Krieg had skimped out on its tithe of recruits to the Imperial Guard for the 500 years they had been at war and demanded an entire regiment to make up for it. Krieg sent them twenty regiments, all already equipped and trained, and demanded they be sent to the most dangerous warzones, because war is how Krieg rolls. One can only imagine the sheer boner of the Munitorum Adepts who heard of this news.
Seriously though, just guess what will happen if you name a planet WAR.
On one hand, lots of people love to portray Kriegers as fanatical autists, completely loyal to the Imperium and to warfare to the point that non-Kriegers doubt their humanity; the joke is that the Kriegers, like real Germans, feel so much guilt for the crimes of their ancestors, they'll serve in the most dangerous theaters without a care for their own lives or the survival of their Regiment, because they believe their lives will regain Krieg's honor.
Fa/tg/uys are enamored of the Death Korps of Krieg; there is a minor meme in which urgent shipments are found to have been replaced with Kriegers, who are ready to take orders and, absent any pressing duties, spend their spare time building earthwork fortifications (even in places where earth is nowhere to be found, like starships), based on an actual stereotype about Germans during their vacation in other countries (no seriously). Also it needs to be said that in current non-jokey 40k canon there is an in-universe romance novel about Kriegers titled "My Wish to Produce Children with you is Exceeded Only by my Love for Him."
On the other, Krieg has also always been popular with /pol/edgelords whose idea of the canon is that the Imperium's totalitarianism is justified in the midst of external threats and heretics (read:people who disagree with them and "foreign aliens"); this interpretation ignores that the Imperium's entire bureaucracy is incompetent, because it is riddled with self-serving corruption and divided by internal politics, and based on rigid, stagnant ideas that are so entirely removed from the Emperor's vision that the Bureaucrat who designed the thing cries himself to sleep everynight just thinking about it; the only thing that unifies the Imperium as a whole is war, and this is, after all, a tabletop war game. But remember, this is all just a setting for Your dudes, the 40k universe is a setting of eternal war, and the Imperium is just as much the enemy of Humanity as it is its dictator . Whether or not this is true depends on how you see 40k, so your mileage may vary.
What is canon, though, is that Krieg's corrupt autocrats took over Krieg and announced themselves separate from the Imperium, and it was the populace that fought for the Imperium. Contrary to what the people who love Krieg for the above take believe, canon Krieg isn't an example of a dictatorial Imperium crushing the population at all. Instead it's an example of the Imperium coldly writing Krieg off as a lost cause, but the loyalist population still fought against the corrupt anti-imperium rich assholes and somehow managed to win anyways, after which the Imperium noticed and said "Hey, we could really use these super loyal and tough guys!", to the point of bending the rules and allowing them the borderline sacrilege of cloning fully sentient humans (as opposed to custom engineering by AdMech of their children or Skitarii and no-memory Servitors).
Canon-wise, after Krieg became an eternal nuclear winter, the rebels continued fighting for the Imperium against the corrupt usurpers for centuries afterwards out of loyalty to the Imperium, and the Imperium only took notice of them after they won (and didn't intervene at all before then, because why waste resources on a dead world?). In essence, what actually canonically happened is the complete opposite of the above take.
Regardless of which interpretation one takes, Krieg's modus operandi can be summarized as grit, mental and physical endurance and loyalty, and going above and beyond the call of duty to prove one's willpower against impossible odds; which can sound vague regarding the Imperial Guard. The Krieger just adds more grit with an aroma of WW1 Somme.