"And he asked him - What is thy name? And he replied - MY NAME IS LEGION, FOR WE ARE MANY..."
-Legion's biblical quote.
Several millennia before the start of the game, Legion made attempts to gather the demonic Dark Souls and use them to extinguish life, but the Lwas (divine spirits of Voodoo religion) managed to banish him away from both worlds. They knew full well that he would be back someday, so they tried to destroy the Dark Souls that he covets under their protection. As they proved indestructible, they sealed them into Govi containers under their watch.
From then on Legion kept an eye on both sides of the Veil, patiently waiting for the day he could return. Eventually, the protectors of both worlds and the bokors (Voodoo sorcerers) learnt about a prophecy that foretold Legion's return, while the old gods spoke to them through their dreams, imparting them with knowledge about the way to prevent the Apocalypse that the villain seeks to unleash... or so it seemed.
Little did they know that it was in fact Legion himself who made the false prophecy; posing as an ancient Voodoo deity and guiding them in a way they thought could thwart his plans, but in fact served his interests.