In the days before /tg/, there was only /b/. Our story begins as /b/ was getting over run by an influx of furry posting. The furries managed to claim Friday as their own and sought to branch out to other days of the week, and eventually convert the whole board. Wednesday as on the verge of becoming another furry posting day when suddenly, there was an unexpected influx of awesomeness.
The God-Emperor of Mankind and his legions started posting at full power (along with Chaos or Xenos, of course).
See here for full coverage: Story of teegee
Much of the overwhelming success of Warhammer Wednesday can probably be attributed to B&hammer. eh's a pretty cool guy, he draws pictures and doesn't afraid of anything.