In a lot of types of games you can end up with a PC having rank over another PC. In L5R this could be because someone bought status. In a military game it's almost par for the course. The same happens with many "ship" based games, whether on sea or in space, because someone has to be the captain and often times that person should be a PC for interests of agency if nothing else.
However, this is still something to handle delicately, especially when you have new players joining the game or a player who bristles at another player being able to order his character around.
Yes, that's right, some players -surprise surprise- don't like it when another PC has authority over their character. The reasons for this are many fold. Sometimes the person just wants a say. Sometimes they don't like the leader character, or the tactical abilities of the player themselves. Sometimes they just don't want to play second fiddle to another player's character and dislike the fact that they're expected to jump when the captain PC says to.
Because of this it is important to be clear about expectations with the players, and between the players. Let them know what is and isn't acceptable. For example, in a 40k game it should probably be known that mild insubordination could be met with subject execution. In an L5R game it should be known that insubordination of any kind will result in honor loss, and that insubordination in combat could result in the expectation of suicide or other greater social consequences. If you do not want these things happening, then that should also be known because I guarantee you the guy playing the captain in the 40k game - if they're a 40k fan at all - is going to think that that is a perfectly reasonable response.
As a PC captain you'll likely have an easier time not being a totalitarian leader. If your group leaves you to make decisions then that is one thing, but if they want to be heard listen to them when you can. Combat situations and foot down moments will come and you will need to be ready, but letting people be involved will make everything go smoother.
In the end, remember that it is a game and one that you are meant to have fun playing, but everyone is supposed to have fun.