Thersthings, or those who arrived first, are creatures that lived during the first 2 decades of history in Mythos. It is unknown why they left but Arokhviran scientist believe they fought each other and all perished in the process.
"By telling you this information I will shatter the foundations of your culture and destroy all the lies they have told you. You will see through the glass, but what you will see is not what you want to hear. The Thersthings are alive, there is one present in this room..." --- diary of the soldier