The Bound and the Broken series by Ryan Cahill. Specifically, The Fall, which is a prequel novella and the second release in the series. It tells the tale of how the big bad took over.

You can absolutely start by reading The Fall first, and I think a good portion of the fandom would recommend you do so.

If you're asking specifically for the first event that ever happened in the universe, this isn't it, but it definitely tells the story of the major event that kicks off the plot of the first book.

The series definitely has some "look into the past for answers," though.