Immune responses are tightly regulated yet highly variable between individuals. To investigate human population variation of trained immunity, we immunized healthy individuals with Bacillus Calmette-Guérin (BCG). This live-attenuated vaccine induces not only an adaptive immune response against tuberculosis but also triggers innate immune activation and memory that are indicative of trained immunity. We established personal immune profiles and chromatin accessibility maps over a 90-day time course of BCG vaccination in 323 individuals. Our analysis uncovered genetic and epigenetic predictors of baseline immunity and immune response. BCG vaccination enhanced the innate immune response specifically in individuals with a dormant immune state at baseline, rather than providing a general boost of innate immunity. This study advances our understanding of BCG's heterologous immune-stimulatory effects and trained immunity in humans. Furthermore, it highlights the value of epigenetic cell states for connecting immune function with genotype and the environment.