Following the destruction of the original Warhammer world by the forces of Chaos, Sigmar floated aimlessly through outer space, clutching onto the metal core of the previous Warhammer world. After a long passage of time, he was rescued and befriended by the great celestial dragon Dracothion, who led Sigmar to the “Mortal Realms”: eight planes of existence connected by portals called “realmgates”, one of which was bestowed upon Sigmar to rule by Dracothion. Souls were drawn to these realms, with some being survivors from the previous world and others new. Sigmar forged alliances with these peoples and their respective gods as civilization was re-established in the Mortal Realms.
This growth was short-lived, however, as the Forces of Chaos struck again, invading the Mortal Realms. Led by Archaon, the Chaos dominated seven of the eight Mortal Realms, sparing only Sigmar’s realm, Azyr. The civilizations and alliances Sigmar strove to make were ultimately destroyed in the Chaos invasion. Angered, Sigmar created the mighty Stormcast Eternals, and, with them, led the fight against the Chaos, thus beginning the Age of Sigmar. If you want to learn more about the lore you can find many sources threw The Blac library.