Total War rages in the Old World, but some players are struggling to feel the heat of battle. Due to launch-day server load, "a few hundred" players are failing to connect, causing a crash. Never fear! Sega is on hand with a quick and dirty fix: set Steam to offline mode. I did say quick and dirty.
That ought to remedy 90% of crashes. I'm told the remainder are due to graphics drivers. Update your Nvidia or AMD drivers and perform Steam's most hallowed ritual—Verify Intergrity of Game Cache. Navigate to TW: Warhammer's Properties > Local Files > Verify Intergrity of Game Cache.
Sega predicts the issues will dissipate as the day wears on, but in the meantime you can find extra support here.