I'm with Smeg on this.
While individual Forge Worlds and some Hive Worlds may have internet-like stuff its very restricted and used only for official purposes. In no way would a such thing every be allowed to reach the general population. Now one or two developed worlds with a democratic system might have something like the internet, but I would think that it's heavily censures, regulated and watched by the eternal attention of the Inquisition for any kind of devient information that could crop up.
While I agree that in most places the general population would have no access at all to the 'Imperium Wide Web', I don't think it would be entirely uncommon.
The Noosphere, which seems like a semi-psychic WiFi, wasn't necessarily lost when the Forge-City of its creator was destroyed with all her works, as it was also present on Calth, so its reasonable to assume that the technology might have survived in some form, if only in relatively isolated cases. While Imperial data networks are almost a given, as despite the anachronistic behavior of the ruling powers, a domain of such a vast scale generally couldn't get by without some sort of network interface in many of its cogitation units. Certainly in larger worlds (again, the more advanced ones, but most of them, not some) both the Inquisition and Arbites would serverely be hampered by having to track down each and every record through written archives. It seems most likely, that (again on developed worlds), it would be only the common Imperial citizen who lacked such access, while the wealthy and influencial would be granted extra priviledges as usual (trading guilds and their officers hooked up to the market, for instance). And because of that, it would look very different than the internet of today, since civilian usage would limit what you'd find largely to the databases of the various parts of the Adeptus, commercial and industrial exchanges and mercantile networks of various forms, and in some cases where the world might have public terminals, simple civil information to access from there ('phone number' directories, maps for directions, etc.).
While many things have an archaic feel in 40K, their computer technology could probably be considered more or less on par with the early two-thousands to today's levels, and I'm really only speaking in terms of what you'd find commonly in Administratum towers and Arbites Precints. While the Mechanicus can be assumed to have something much greater (every desk sized cogitator laying around their shops may very well be the equivalent of a powerful super-computer). Not to mention, powerful computer and networks that would be needed to run a starship. While further exceptions like the Inquisition and Astartes hardly need to be mentioned.
Besides, having an 'internet' just gives you more to do. As agents of the Inquisition, hacking in to restricted networks, possibly full of dark and chilling information, is all part of the fun and games (until someone is branded a Heretic!).