Lore-wise, who are the Fallen? I've been playing this game since War of Magic, and I am still not entirely sure. Feel free to summarize the Cataclysm, too.
The FrogAltar to which we all stand has stated all the lore of the game... I am but a humble purveyor of the knowledge... I recommend that one read the most holiest of manuals the Heirgamenon to become fluent in the creation of this new world and the destruction of the old... I will give you what little I've come to understand in the process...
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Let me explain... no their is too much, let me sum up... --- The Princess Bride
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The war of magic faced many destructive forces and the men of the west as it were united to defeat a horrible titan, Curgen. The destruction that ensued by the magic that was used caused MASSIVE amounts of destruction in the east of Anthys. This destruction is seen in great chasms in the ground. The fallen were people or creations of the ones who were united with Curgen and lived in the east.
Krax are really men of the west, stuck in the east and made allies with those around them because they felt betrayed by the Queen. So, they made allies to survive. Magnar and the Quendar people were I believe slaves to Curgen and their masters and when the great fires occurred, their masters hid behind them as the Quendar people burned and became what they look like today. But this burning has given them great strength and allowed them to become the masters and enslaving those people who enslaved them long ago. The Urxen were an experiment gone right... or wrong depending on how you look at it. The Trogs were a fearsome fighting force in the east. Nomadic Warriors and a very violent sort...
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I'm not sure how accurate my knowledge is anymore, but it's my imagination of what these people are and the frogboy can clarify any and all mistakes of the lore. (Plus, he is a far better story teller than I)