In the Warhammer 40K Universe, all of the Chaos dieties except for Slannesh were incredibly powerful long before Humanity made it into space. (See: Why is Slannesh so young when compared with the other Chaos Gods?)They received worship from thousands of worlds and because the base nature of these deities tied into emotional states of billions upon billions of souls living and dying, they attained a spiritual existence which then turned around and created representatives of themselves to the beings who were most able to promote conditions conducive to needs of the Power in question.
Think of each Power as a priesthood, where extraordinary representatives promote their Power gaining spiritual capabilities, battle rages, new diseases, new means of obfuscation. These new abilities lend themselves to create more of what the deity needs to survive. Like any other master/servant relationship, the deities keep more of the spiritual power they harvest from fallen souls than they share with their representatives, thus keeping their representatives seeking new powers and new sacrifices, while the deities miserly give out tools, resources, demons to their agents, as necessary.
These Powers are not above, however, disposing of Agents whose powers grow too large or who fail to tow the divine line possibly creating heresies or new religions, altogether. Most Agents of Powers, remain devoted as long as they are able to do what they want when they want. There are far too many tales among Chaos worshippers of Agents who decide they are smarter, more powerful or wiser than their Chaos masters. This rarely ends well for the former Agent.
