Yahweh created four children based on human genetics, listed in order of birth; Lucifer, Michael, Uriel, and Raphael. They were, together, the archangels. From them was created another race, the angels. (Angels are a lot more than just fluffy-winged humanoids; they're pretty fucking surreal at times. This is not the product of genetic mixing. Rather, archangels are simply a lot more complex than first glance would lead you to believe.) Yahweh and the archangels, whom he raised as sons, ruled over Heaven for a time together. Eventually, Yahweh disappeared.
Lucifer visited Earth and fell in love with a human woman, Lilith. Lilith and Lucifer, through a process yet unknown, became sin itself - Lust and Pride, respectively. They were joined in this by four as-of-yet-unnamed accomplices, who came to be known as Gluttony, Greed, Envy, and Sloth. Lust and Pride had a son - Wrath.
Lilith soon died, leading to Lucifer declaring war upon Heaven. He was aided in this war, presumably, by his Sins. Eventually, the angels won out and banished Lucifer and his legions to Hell. (Hell had previously occupied by some truly fucked-up beings known as Old Demons. The intermingling of the fallen and the Old Demons produced the breed we're more familiar with, the New Demons. Some species are still throwbacks to the old kind, however, such as orcs. In general, New Demons are a lot more like humans than Old Demons, much like the divide between your standard angel and the kind that lives in Heaven.) What became of Lucifer then is unknown, but eventually he disappeared much as his father had.
Meanwhile, Lilith was replaced by the current Lust. Pride has not been replaced, which is suspicious, no?
In Heaven, Michael and Uriel presided together, with Michael leading the military and Uriel handling governmental matters. Because of Uriel's savvy, however, the power divide soon became vastly disproportional. Raphael was placed in charge of Heavensgate.
Grieving the loss of his first son, Yahweh took two notable actions. Firstly, he gave humanity a messiah in the form of Jesus. (You know his story, no point in telling it again.) Secondly, he placed an avatar of himself on our world as well, eventually coming to be known as Richard, the janitor at Elfen High.
Eventually, Wrath disowned his father and pursued his own life. He became a modest warlord called Azazel. Soon enough, Azazel had built for himself the largest empire in the history of the world, which he ruled over predictably.
A List of Relevant Names and Aliases:
Lucifer - also known as Pride
Lilith - also known as Lust
Azazel - also known as Wrath
There will soon be more added to this. A lot more.