The First Men arrive from Essos to Westeros, a land occupied for centuries by the small human-like creatures named the Children of the Forest. The First Men take over their land and cut down Weirwood trees that are sacred to the Children. The Children and the First Men go to war for several centuries.
At some point during this war, the Children create the White Walkers in order to protect themselves against the invading men. (In the show, Bran uses his greenseer abilities to journey through time and watch the Children create the Night King.)
About 10,000 years before the events of Game of Thrones, the Children and the Men create a peace treaty known as "The Pact." The two groups become allies, and the men even adopt the Children's religion, worshipping the Old Gods and faces carved into Weirwood trees.
This is the era in which the upcoming Game of Thrones prequel will be set. The Age of Heroes begins with the sealing of the Pact. The time period is named after several larger-than-life figures who have become part of Westerosi myth by the time of Game of Thrones. Legendary figures include Bran the Builder and Lann the Clever, whose descendants became the Starks and the Lannisters, respectively.
By the time that Old Nan is telling tales to a convalescing Bran, stories of giants, Children of the Forest and even White Walkers have become legend. It's only later that Bran discovers all these creatures to be real.
Around 8000 BC, a winter that lasts an entire generation overtook Westeros. The humans dubbed it "The Long Night." With the cold came the White Walkers, who broke free of the Children's control. The First Men and Children of the Forest try to drive the White Walkers to the North in what became known as the War for the Dawn. Bran the Builder builds the Wall to protect humans and the Children from the White Walkers invading again.
Humans found the Night's Watch to protect man from the White Walkers. At the time of their founding, the Night's Watch is made up of noble heroes. By the time Jon Snow (Kit Harington) joins the Night's Watch on Game of Thrones, they're a band of criminals and misfits.
The Andals migrate from Andalos in Essos to Westeros, killing and conquering the First Men, south of the Neck over the course of several centuries. They spread their religion, the Faith of the Seven. across Westeros. Andal warriors carve the symbol of the faith, the Seven-Pointed-Star, into their foreheads. The Faith of the Seven becomes the dominant religion in Westeros, as led by the High Septon. Each High Septon wields immense power in Westeros, as demonstrated by the face-off between Cersei Lannister (Lena Headey) and the High Sparrow (the High Septon at the time, played by Jonathan Pryce) on the show.
The Andals believe that the Children of the Forest practiced magic that was antithetical to their faith and kill all but a few of the race. The Andals eventually conquer all of Westeros except for the North, where the Kings of the North and particularly House Stark continue to practice the traditions of the First Men, including worshipping the Old Gods
A group of powerful families in the Valyrian freehold ruled over the continent of Essos for nearly 5000 years, thanks to their dragons. However, a string of volcano eruptions and subsequent earthquakes destroyed the city of Valyria and the surrounding area. Only one of the ruling families with dragons survived: House Targaryen. The family had established an outpost on Dragonstone before the doom, and they became the owners of the only dragons left on earth. During the show, Stannis Baratheon (Stephen Dillane) will use Dragonstone as his home base during the War of the Five Kings, and, once he dies, Daenerys (Emilia Clarke) takes over the deserted castle for herself.
The natural disaster led to political upheaval in Essos, with the Free Cities eventually establishing their independence. Valyria remained a smoldering wasteland, and the Free Cities began to exile sufferers of Greyscale
