Originally Posted by
Qualia
They were introduced in Chronicle. They are the one behind the Old Gods. Their part is a bit long so I will just give you the main points, hope you won't mind.
Basically, they are spirits of the voids, beings made of pure void energy. In their natural state, they are bound to the Void, and can't manifest in our physical universe for long. Only some of the most powerful of them can, and even for those, they can only manifest in our universe for a limited time. In order to manifest in our universe, they need to consume a massive amount of matter and energy. They seek to devour everything in the universe, and (or?) twist reality into a realm of eternal torment.
They were envious of the Titans' power, so they tried to corrupt the Titans to be their tools. In order to do so, they struggled to manifest in our universe and let their energies corrupt things. However, the Titans turned out to be impervious to the Void Lord's corruption. Sargeras found out about them, and was only concerned about their existences, but ultimately decided to continue his demon hunting job instead. Eventually, the Void Lord decided to switch their targets to infant Titans. However, same as the Titans, they didn't know which planet contained a Titan's spirit so they decided to leave it to luck. They created a lot ("unknown number") of Old Gods, then throw them randomly around the universe hoping that some of those would hit a planet with a world soul. If the Old Gods manage to corrupt an infant Titan, it'll mature as a Dark Titan - a being that is more powerful than anything else in creation, and would consume everything and bring everything under the Void Lords' wills. After Sargeras found out about how the Void energy can be used in this manner, he freaked out and eventually started his Burning Crusade.
That was the last thing we knew from the Void Lords. The Naaru consider them a greater threat than even the Legion, including Sargeras. At current rate, Blizzard seem to be introducing them as the new big bad, after the Legion.