Blindly following the emperor

Hey Im new to the Warhammer universe. A thing that is told to people is that they should follow the emperor blindly and if they think for themselves they open themselves for chaos. At first I thought this was going to be a message for the real world kinda like Dune. If you blindly follow someone become his fanatic, there will be terrible consequences but from what I see following the emperor blindly is a good thing and if you dont follow him chaos will get to you and you will die or something much worse will happen. Am I missing something?