The First

From Hellgatewiki.com

The First is the head of Demonkind. The First is He Who Challenges the Creator or He Who Challenges Life -- the shadow that was wrought as a counter to all Creation. I also refer to this nameless entity as The Well of Midnight, for it is from The First that all Demonkind draws its power and it is to The First that corrupted and consumed worlds go.

The First is a sort of diety, essentially the Anti-God. It's inconceivable that players will face The First in Hellgate: London, but The First is expected to figure in the game's mythology and backstory.