Hmm, since what the warp apparently does really easily is physical mutation, can i with a bit of work re-shape my body a bit so it can pass for human, without losing my immortality etc.?
Anyway, i probably try to steer the world a bit. No idea how much i could actually conquer openly, but high levels of clairvoyance and future sight, plus subtle manipulation of minds and other things from afar, means i can seriously influence where things go, without anyone being the wiser. And i wouldnt want to actively rule anyway.
Otherwise, i may just lie low, and subtly try to speed up humanities technological progress. Not sure how much i know, or how much i could get out of my devices (likely not much usable), but future sight and some influence to give some hints and steer funds and theories to the right places could already help a lot.