You might want to give all the character sheets a once over before players convert their characters. Players of 40k are used to using a lot of power and bolt weapons, whereas in
Inquisitor those are powerful weapons easily capable of taking someone out of the game with one hit. You might want to negotiate such things as weapons, equipment and armour with the players. It's also worth reminding them that
Inquisitor is not just about combat, and there are sometimes other ways to achieve your objective - sometimes a character with little obvious combat prowess can be the key to 'winning'. Another thing I'd suggest is to limit people to 2-3 characters to start with and don't have more than about 10 models on the table in total (preferably less) - otherwise the game will slow to a crawl, especially if you and your players are new to it.
For me, one of the best things about
Inquisitor is it gives you the opportunity to explore the universe away from the warzone - you don't have to pick archetypes from a codex, you can have anyone in the Imperium in your warband, so I think it's worth encouraging players to not just use models taken straight from their favourite army and to think outside the box.
If you're looking for more resources, you might want to have a dig around on
The Conclave - you should find some useful links from there (including the 'stealer rules). PM me if you sign up and I'll make sure your account is activated.
- Dave