Could he beat a space marine for Warhammer 40k? If so, how many (Chaos) space marines could he beat before being overwhelmed?

That is like asking if a space marine could beat a US marine in an arm wrestling competition.

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In theory he could, but then again, Gohan can still be hurt by bullets, and Bolters are well, mini grenades

The problem is Goku is one of those "Literally unbeatable" characters. If I remember at max power he can destroy universes or something. He could easily take on any conventional forces, the only issue he would have is the Warp. Seeing how everything destroyed there is simply rematerilized and all that blood shed and slaughter only feeds the Chaos God's, he would be stuck in a neverending cycle of fighting. Eveeentualllyyy he might fall, buuuut Khorne would probably resurrect him

I say Goku dies then get stuck in the warp, he is a man child probably jokes around and is killed before he starts to get serious