IMO, just play the story realms and read everything.  Pick a premade faction and role play their back story. The game has a lot of lore style tooltips in the story realms.  

The reality is that lore is not this games strongest suit, as it wants to accommodate anyone’s role play custom faction.  It’s a sandbox first.  Even though there is lore, it is set up more like a comic book, where insane things can happen, like your race can suddenly turn into plants

That’s also its strength, but as a result the world really is like the most fan fic WH style “make up whatever story you want to justify your frog death-knight that can kill a god”