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So with the Chaos gods there are sacrifices and stuff but I am kinda confused about something.

So what gives the chaos gods power is the mentality of creatures in the mortal realm specifically those with powerful minds reflects like a reflection in the immaterium. As there is groupings of these same feelings, emotions, and tendencies these collections become increasily larger and larger until they almost become alive in some sense.

The warp since it is a reflection don't have souls but the creatures in the material world do?

So what exactly is a soul? Also how do the souls play into when a person dies and is eaten or whatever by a chaos god?

Has this casuality been talked about at all?

Oh dear Emperor, you're in for a doucey. There's alot of questions in your post so I'll try to answer them in a general souls 1 on 1 guidline.

What is a soul?
The short answer is that we don't know. The long one is a bit complicated. Deamons and psykers can see souls. We know souls go to the immaterium upon death. We know they can be consumed and/or sacrificed for power. We know souls vary in strenght. What a soul is, or at least seems to be, is a persons potential for SOMETHING. It sounds insanely weird but bear with me because I'm getting back to it.

What can a soul do?
Very little that we know off. The soul itself is often described as a light, flame or flickering force. We know that a person of importance, say a planetary governor, inherently has a "bigger" soul then a regular citizen. We know someone who has lost faith in life has a weak soul and that someone driven has a strong one. There honestly only appears to be three uses for souls. One is a form of meassurement of a person. The other is a detection, since big souls shine brighter in the warp. The final one is consumption for power. The C'tan, chaos enteties and Ynnead all devour souls for sustenace and/or power, so it appears to be some form of warp power currency.

A brief history of the Immaterium:
The warp was originally know by two names. "The Empyrian" and "the realm of souls". It used to be a calm sea. When the old ones decided to live there they would eventually doom the dimension by bringing a war into it. Details of the war are debatable at best but we know that the old ones, C'tan, Necrontyr, Eldar Pantheon and krorks (orks) where present. We also know it ended with the old ones getting extinct and the Necrontyr losing. This war messed up the immaterium and presumably made Nurgle, Khorn and Tzeentch into the malevolent beings they are today. We know the war spawned the first deamons but we don't know how or why. Before the war souls would rest calmly in the immaterium.

Some facts on deamons:
Deamons operate under their gods as cells do to a body. Any power investment in a deamon is part of a greater whole and every demonic gift is a permanent power investment (and power loss) to the entity as a whole. When a deamon consumes a soul it's actually feeding a much greater whole, trying to take as much power to it's particular realm of chaos. Deamons reward followers who grants them two things. Either souls to feed on or additional followers. A common misconception is that all deamons belongs to the four gods. This is not the case as there are a myriad of warp enteties with demonic reflections.

So what is a soul!?
More then anything it appears to be a meassurement of a persons worth, and the ammount of power it will bring to the one that consumes it. The reason the Emperor is such a threat to chaos is because his worshippers souls feed him. Thinking of it as "feeding" is a little off though, it's more that loyal Imperial souls go to the Emperor to sleep upon death. A soul can change during a lifetime and both destiny (species, birth circumstances) and mindset seems to change it. Accomplishments strangely doesn't seem to affect the soul much but are more of a by product.

Edit: various xenos souls:
Eldars whole schtick is to not let their souls reach the immaterium. Orks souls seem to follow a diffrent rule set, or go to gork and mork. Tau souls are not quite explained yet but they may never go to the immaterium, like the Eldar, and be trapped in that control chrystal Tau recieve on birth. They may go to the Etherials or they may be so weak that they don't make much of a difference. Hrud souls generally go to their sleeping god who rest in her Umbra. The chaos gods want all the souls for themselves. Eldars have the inherently most powerfull souls.

There, I hope all this helped a bit. It's a very diffuse subject.