Slaanesh and his servants indulge in war: it is yet another pleasure to be sampled, not a serious business or test of strength. War is simply a game, part of the greater ritual, and Slaanesh is always the first to insist upon elaborate conditions and rituals before the Legions give battle.
The followers of Slaanesh seek gratification of the senses in all things. Battle is merely another method of finding a new warped pleasure. For Slaanesh's servants the thrills of battle are there to be joyfully experienced and repeated. Slaaneshi Daemons and mortal warriors delight in causing pain and killing; their wanton slaughter is spurred to greater heights by the pleasure they find in bloodshed.
The Slaaneshi attitude to battle and death is reflected in the Legion's appearance. Its troops parade in frivolous colours and clashing patterns, fantastic jewels and flamboyant costumes. The whole impression is that of a costume ball or masque rather than one of battle. The demeanour of a Slaaneshi Legion is equally perverse. Its Daemons and warriors shriek obscene jokes to each other, disport themselves with the dead and laugh with pleasure even as their own lives are taken. Any sensation, is after all, to be experienced and enjoyed. To express horror is a dreadful failing, one that is sure to be punished by the Lord of Pleasure.
-p. 185, Realms of Chaos: Slaves to Darkness
The one commandment of Slaanesh seems to be: Thou Shalt Enjoy It! (no matter what It is)
Slaanesh followers may be initially attracted because they think they will be the ones that Do Unto Others, but they are more likely in the end to have horrible things done to them (and be expected to enjoy it).
The 6 circles of Slaanesh are a variation of the deadly sins (with Wrath being absent as that is Khorne's). They are Avarice, Gluttony, Carnality (Lust), Paramountcy, Vainglory (Pride), Indolency (Sloth).
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