Enlisted (Sergeant, Corporal, ect.) are called by their rank, "sir" is for officers (and the rare Warrant Officer) and can be considered an insult to an enlisted servicemember.
-Note on this: If you start with one, stick with it and just hope for the best
24-Hour time: 0630 would be zero-six thirty, not oh-six. That fell out of use around WWII, Vietnam.
Numbers: Two digit numbers less than 30, 40 or so are pronounced normally. 77 would be seven, seven not seventy seven. Three digit is digit by digit, 157 would be one five seven, four digit like 4567 would be broken up as four five, sixty seven. Five and more follow the same pattern.
Gun vs. weapon: If you can carry it, it's a weapon, if it needs to be towed, mounted (machineguns are a grey area) or otherwise non-manportable, it's a gun. For example, an M16A4 is a weapon or a rifle, but a M777 howitzer is a gun. An M240B medium machinegun is a weapon when carried, gun when mounted. Usually. Same sort of thing would go for 40k weapons. The main weapon of a chimera could be the vehicle's gun, but an autocannon being carried is a weapon.
Explosives: They don't make fireballs, they just blast shit apart. The shockwave and shrapnel are the lethal part of this. Now, most IEDs are going to be mainly incendiaries. Make note of that for Orks.
Phonetic Alphabet: 40k seems to be back and forth on this. I'd check with a few books when it comes up just to see, but when in doubt, use NATO phonetic. More people know it than you'd think and it immediately sounds 'military'. Alpha, bravo, charlie, delta, echo, fox(trot), golf, hotel, india (may want to change this and a few others because, well, there is no India in 40k, but hey), juliet, kilo, lima, mike, november, oscar, papa, quebec (same as before), romeo, seirra, tango, uniform, victor, whiskey, x-ray, yankee, zulu. Last two could probably use some modification as well.
Radios/vox: That's going to be it's own post
cont.