Here is my fluff on my Daemon Prince that is also posted in the Modelling and Conversions section under Wulfen Daemon Prince while I was designing him.

Ghastrogar was once a nobleman from the Border Princes that was feared for his abilities with any weapon and also due to his short temper. He ruled a small trading town just inside the borders that got a lot of business from travellers. One day, wandering merchants came to his town with exotic items from all over the old world. Among this were numerous Arabian spices and an assortment of enchanted items. There was one weapon above all others that Demitri Helveticus, as he was then known, was interested in. A sword that seemed to call to him, as if possessed by an unnatural presence. When he asked about the sword the traders said that within it was a great curse. They said that all those who possess it become, over time, berzerk with rage, and that the sword consumes the soul of its possessor. Demitri believed not in such curses and promtly purchases the sword for the marketeers as well as other items that would prove useful to the town's inhabitants to keep their businesses running. As the merchant told him, he became obsessed with the sword and it began to talk to him. It would speak about how the gods that he knew were not the true gods and that only if he were to go north would all his questions would become clear. He did as the sword said and slaughtered the entire town that he worked so hard to create. After doing so, he felt renewed as if he was born again, surging with new found energies, he thought that no one could stop him! He headed north with his new found strength and carved a path of destruction where ever he went. The Knights Tempest, a newly formed order at the time of 2034 of the Imperial Calendar, from a small city state known as Yezdara were sent to bring him to justice but could not do so in time before he reached the lands of Norsca. There, followers of the Dark Gods began to join his crusade against those who opposed him. It is said that he single handedly defeated a group of Dragon Ogres to gain passage to the Realm of Chaos for his followers. There is where he met his greatest challenge. It seemed that the Dark God Slaanesh knew the great plans that Khorne had for him. He sent an army of Warriors of Chaos against him to attempt to eliminate him and his worshippers. All Demitri needed was the might of his sword to crush the weak worshippers of Slaanesh and crush them he did. His followers were killed to a man, and Demitri himself had been mortally wounded. Seeing the great honour held before him and the death of an army of his most hated of foe, gifted the gift of Daemonhood to Demitri and renamed him Ghastragor. From then on Ghastragor has been a word of dread in many of the Norscan villages near Kislev.

(Note that I made this up of the top of my head so it may not be very good or consistant)