The First Gods are ancient, near-primordial beings.
They are beings with almost no physical form, but keen, vicious intelligence.
Most of them were hunted and driven into hiding or imprisonment ages before the beginning of the series. However, some remain, lurking in forgotten corners of the land.
When Cassian was around 300 years old, one of the First Gods appeared again, Lanthys. He crawled out of the roots of a mountain. Cassian fought him and was able to send him to the Prison. Where he was later slain by Nesta Archeron with Ataraxia.