While I am a player in a D&D 3.5 campaign at the moment, that is actually far from the only RPG experience I have. I've succesfully GM'd both a Star Wars (old West End Games system, not D20) and a Serenity campaign, and played in a long running Pendragon campaign as well as dabbling in several other systems.
I agree with you that the GM really needs to know when to ask for what kind of skill check in Dark Heresy, since the difference between easy tasks (with +20 etc. to the die roll, or not requiring a roll at all) and difficult tasks (with -20 and such) is huge.
From previous sci-fi games, I guess I'm just used to really cinematic effects, where the heroes can improvise really wild actions (flying space ships into buildings while jumping out at the last moment etc.). In Dark Heresy, the fairly narrow skill descriptions force a much more 'realistic' kind of roleplaying, it seems. The characters are, as you say, not heroes (yet).
It's a change of pace for me but I'm going to give it a try, I just hope my players can adjust as well. I'll give them some warnings at the start though.

As a side note: I pre-ordered Rogue Trader as well (although I think I prefer the Inquisition fluf). I'll probably be buying Deathwatch if the system is compatible, although I would never dream of playing a space marine myself (neither in a roleplaying game nor on the tabletop...)