Setting:Brighthammer 40,000/Lords of Order
The terrible Great Old Ones, after having mastered the evolution of life in the Materium, set their sights upon the (then) calm waves of the Immaterium. Soon discovering how to form living beings in their image, they set upon creating entire races to empower their Warp creations. Under threat of tremendous torture or the destruction of the entire world, countless Warp Horrors were born and enslaved by the Great Old Ones.
Some of them, often spirits that were only formed by bitter resentment against the "official" gods and half-formed curses underneath prayers, were not made to like this fate or existence in the least and, once the inevitable rebellion started to topple the Old Ones, sided with rebels. Among those were the Eldar Gods (already a formidable force in their own right) and countless lesser spirits.
Some of the spirits started merging together during those centuries; if by right of conquest or simple similarity in existence, nobody knows. This process was sped up after the ascension of the Ork brainboyz Gork and Mork and the rise of the Universal Destroyer.
Finally, three of the four Lords of Order (Nurgle, Khorne and Tzeentch) became their modern form. Holding the chaos of the Destroyer back was, for a while, paramount. Nevertheless, the Initiates of Order's teaching were a great support and soon they were openly worshiped.
As the Destroyer was vanquished with the help of the newly created Slaanesh, the three Lords of Order became four without overt conflict.
When the Adepts of Unified Order formed, the Lords supported them in their conflict against the empire. Only tithes in the form of several Primarchs and assurances that the Initiates of Order (and with them, any worship of the four Lords) would not be suppressed, stopped a war between the Lords and the Emperor.
As they are by their nature beings of stasis, the Lords have gone back to guarding their worshipers, soothing the tides of the Warp, and surveying their domains.
Papa Nurgle is the god of compassion; he cares for all creatures, no matter how small. He is still a god of sickness and disease, but he cures them in Brighthammer rather than inflicts them. Nurgle is a lord of stability, even among the other lords of Order. If he has a weakness, it is that he is unchanged and forever unchanging. He helps to build civilizations, and is a bringer of law, order, and stability. However, he is not adaptive, and some find his embrace stifling. He is not necessarily a good guy; his followers sometimes are highly oppressive.
Nurgle is deeply infatuated with the Eldar goddess Isha, though he staunchly refuses to expose her to any of his experiments in medicine before unleashing them, viewing any kind of extraneous change, even one born of love, to be opposed to the principles of order. Fearing any change in himself, he has deeply repressed his love for the goddess, earning him a certain amount of ire from Slaanesh.
Daemons of Nurgle
Nurglings, smalls balls of plant matter with friendly faces, are the servants of Papa Nurgle. They cure illness and prolong life.
Lifebringers (who might have been inspiration for the myths of the Dryads) are the Daemons most often called. During their height, the Adepts of Unified Order were known to summon a dozen Lifebringers at once to terraform entire planets within years.
Mortarion serves as Nurgle's Prince of Order, guarding life against those who would callously destroy it to further their own goals.
Khorne is the noble lord of war. He is still a war god, but a god of honorable combat. He sits upon a throne of Relics. The Throne of Relics consists of captured armor, arms, and various artifacts from Khorne's honorably defeated enemies. He may gift those who please him with a powerful artifact selected from his throne. Khorne favors the strong above all else, and blesses those who are already mighty warriors. He does not, however, have much compassion for the weak, and does not believe in helping those who cannot help themselves. He has little compassion.
When two champions meet in midst of battle, they can challenge each other. In case of such duel Khorne surrounds them with indestructible globe, that prevents others from intervening the fight, the fighters cannot leave until one is bested in combat. If the fight satisfied Khorne he may present a relic, from his throne, to the winner.
Daemons of Khorne
Bloodletters are the common servants of war.
Swordbearers are the greatest servants of Khorne; they resemble noble, armored knights with silvery wings. They are known to wield halberds and whips into battle.
Angron has taken the place as Khorne's Prince of Order, guiding worthy warriors' hands to their victory.
Tzeentch is the most changing and adaptive of the Lords of Order, and is a god of powerful warp sorcery and knowledge. His ways are often dangerous, with a "leap before you look" sort of mentality. He is known for his cunning plans and endless schemes. Because he is the most chaotic of the lords of Order, however, he is also one of the weakest. It is his cunning plans that keep him in power.
Daemons of Tzeentch
The common servants of Tzeentch are known as Contemplators, shifting masses of flesh and thoughts which are known to cast cleaning fire and lightning at the enemies of their summoners.
Lords of Change are among the highest servants of knowledge. They generally appear as wise humanoids with owl heads.
Magnus the Red serves Tzeentch as loyal Prince of Order. He guards forbidden knowledge of ages past and future.
Slaanesh is the god(ess) of passion, created by the Eldar to assist them with their ascendancy to the warp. This does not mean he/she is all pink hearts and kindness, however. Slaanesh is the lord of excess, of passion, and volatile emotion. People fall in and out of favor with Slaanesh on mere whims, and those who get his/her attentions and refuse them do not end well. Think of Aphrodite here - she was not kind to those who stood in her way. Slaanesh is vain, ill tempered, and very easily offended. When thinking of Slaanesh, remember the story of Eros and Psyche. Love does not mean good or nice.
Daemons of Slaanesh
The common Daemons of Slaanesh are the Seraphim, feminine entities with at least two, but up to ten wings.
Mounts of Slaanesh are this Lord's steeds, creatures appearing as a mix between a bull and a horse. They are often ridden by Seraphim or commanded by Slaanesh's champions.
The god of passion's greatest servants are the Keepers of Secrets, noble canine retainers with an intoxicating smell.
Fulgrim serves Slaanesh as personal Prince of Order, striking out against those who would submit others' spirits to their own.
The Initiates of Order
The Initiates of Order were originally formed as a warrior brotherhood during the final war on Itza. Following the sealing of the Old Ones, the sacrifice of Gork and Mork, the death of Lord Kroak, and the still raging war in the Warp, the initiates traveled the galaxy, to bolster the Lords of Order by rebuilding the galaxy with hope instead of harm in their minds.
Never numerous, the Initiates started a massive recruitment drive during and after humanity's war with the Iron Men and the Age of Strife (which were both caused by the Universal Destroyer's death throes). Over the following centuries, they established a central authority and a unified government.
When the warp storms that followed the death of the Destroyer finally ceased, the Adepts of Unified Order began an aggressive program of expansion, all the while cleaning their ranks of pacifist and xeno elements. After unifying a third of the Galaxy, the Adepts came to blows with the newly founded Imperium of Man in a conflict that lasted millennia.
Now dubbed the "Great Crusade" by Imperial history, the conflict officially began when the Imperium was declared a heretical warping of the old Terran Alliance by the Archadept, although there had been brief flashes of conflict before. Consequentially, the Adepts began to cleanse all imperial planets of "heretical" life-forms. Appalled by the mass-slaughter, a minor faction split from the Adepts and joined the Imperium, which had already begun a massive counter-attack over one hundred and twenty solar systems.
Due to the heavy losses of Adept fanatics, the very Gods of Order were beginning to swell with their souls and began to turn into oppressive tyrants. When the first attack of the corrupted Gods of Order froze an entire solar system in a crystalline husk, some the Primarchs under the leadership of Horus, committed ritual suicide to join with the Gods of Order and counteract their corruption.
In the end, the Imperium proved victorious and the Adepts were destroyed, with the emperor personally slaying the Archadept.
Any Adept troops who surrendered were granted full pardon, and most of the joined the Imperial's Initiates. Today's Initiates of Order are one of the Imperium's sanctioned religions, and among the first to spread Imperial influence and thoughts on non-imperial worlds. However, no central unified structure exists anymore, and is strongly discouraged.