The Titans who created the universe became aware of a dark evil force emanating from an area called the Twisting Nether. They selected their greatest warrior Sargeras to defend them against the evil. He was successful in what he set out to do, defeating the evil forces coming from the Nether. Whilst fighting, he slipped into depression of which his fellow Titans could do nothing but try to help but they ended up by just being bystanders. Whilst slipping into depression, he had to deal with a race of vampiric demons known as the Nathrezim. Defeating them was easy. He slipped into even further depression before turning and realising that the universe maybe better off in a form different to that that the Titans have envisaged. He began to release the monsters that he had held captive for years. Those released pledged allegiance to Sargeras and thus the Burning Legion was born.
When he came across the planet Argus, he chose two people to help lead his armies, they were Kil'Jaeden and Archimonde. Kil'Jaeden was to seek out and recruit new races to the Legion. Archimonde was sent to kill and defeat all that stood in their way.
A member of the Eradar, later to be known as the Draenei. He was once a leader of the Eradar on the planet Argus with Kil'Jaeden before Sargeras came and offered them a role in the Burning Legion. He can be seen in the raid 'Caverns of Time: Battle for Mount Hyjal' accessible from the caves in Tanaris but you must be well-geared for it.
A Night Elf who praticed magic and in his pursuits of power and arcane mystery, he killed untold numbers of his own people. He was and probably still is in love with the Elf Tyrande Whisperwind, who resides in Darnasssus. He is the leader of the Burning Crusade in Outlands where he commands from deep within the Black Temple, Shadowmoon Valley. For the evil he unleashed from the Black Temple, he imprisoned for thousands of years. Once released, he pledged allegiance to Sargeras.
One of Sargeras's main Lieutenants in the Burning Legion. He was like Archimonde, a leader of the Eradar (Draenei) before he became corrupted by the influence of Sargeras. He can be seen in Sunwell Plateau, the highest level dungeon in the Burning Crusade
Used to be the ultimate boss to kill in Warcraft Classic but has been relegated to the wastes of Hellfire Peninsula. He is the leader of the Doomguard, a horned beast with wings. The Doomguard are prevalent in the Blasted Lands and the Isle of Quel'Danas. He used to be seen attacking Stormwind but sits on his throne from now on. He is subordinate to Kil'Jaeden and somehow found himself on Azeroth but since he managed to re-open the Dark Portal, he no longer troubles people nowadays.
Once the respected leader of the Blood Elves. He was studying at Dalaran when news came of the Scourge attack on Quel'Danas. He returned to lead his people as they sought to rebuild their lives. He changed their name from the High Elves to the Blood Elves because of what had happened, i.e. the massive loss of life and blood. He was once in love with Lady Jaina Proudmoore before she broke his heart by falling for Prince Arthas Menethil, who would later become the Lich King. He led his men in battle with the Alliance against the Lich King. During that battle, he was approached by the Naga Lady Vashj to go to the Outlands and accepted. Once in the Outlands and in Tempest Keep, he continued learning more about the sunwell powers, creating a subsection of his people which he called the Sunfury. He returned to the Isle of Quel'Danas and is attempting to bring Kil'Jaeden to Azeroth.
A Titan who the other Titans had chosen to lead their fight against the evil in the Universe. He became disillusioned and left the other Titans. He undone all the work he had been asked to, releasing untold monsters into the universe. He is the ultimate leader in the Burning Legion. He is currently in the twisting nether, biding his time until he returns.