First: a pet peeve. People sometimes joke about answering the "Wherefore art thou Romeo?" line with "I'm down here!" This annoys me, because wherefore doesn't mean "where." It means "why" (a bit like "how come.") She's not seeking him out, but lamenting the fact that the boy she has just become infatuated with is a member of her family's rival clan.
Ahem. (/end theatre nerd rant.)
The Burning Legion is the most central group of villains in the Warcraft Universe. The evils of the Old Horde and the Scourge trace themselves back to the Burning Legion.
What's funny is that there were actually demons long before the Legion existed. In fact, Sargeras' job as a Titan was to fight these demons. Yet when he had his nihilistic conversion (maybe he read and misinterpreted a lot of Nietzsche?) he broke them out of their prison on Mardum and organized them into a pan-dimensional army of destruction.
Using D&D terms, he took a bunch of rowdy, chaotic evil demons and turned them into a well-oiled machine of lawful evil devils. (Though his end goal seems to be the eradication of everything, rather than a new order over which he will rule, so maybe they're still chaotic evil, but using lawful methods. I have issues with the D&D alignment system.)
Anyway, Sargeras led the Legion for countless eons. About 25,000 years ago, he corrupted the Eredar (most of them, anyway) and from their race gained his two most important lieutenants - Kil'jaeden and Archimonde.
For whatever reason (and we're probably going to be seeing why in Legion,) Sargeras is obsessed with taking over Azeroth. It's possible that it's the one world that never fell to him, so he's just being thorough. Or it might be that there's some special power or energy source or something there that he really wants for himself. Or both. Or some other reason.
The point is, a couple hundred years ago, Aegwynn, a powerful and very arrogant mage who had become the Guardian and refused to give her power back to the council, went to Northrend to rescue some Blue Dragons from a group of demons that were hunting them. This was pretty standard Guardian work, except that after dealing with the (relatively) minor demons, a far more impressive figure showed up - an Avatar of Sargeras himself.
Now, all demons basically appear to us in-game as avatars - their souls reside in the Twisting Nether, which is why killing a "demon" is really more like shooting down an guy's Predator Drone. Yes, the drone was expensive and took a lot of effort to make, but the pilot is fine because he was controlling it remotely.
It's not clear that Sargeras officially counts as a demon, or if he's still physiologically a titan (which would be classified in-game as a Giant, I think.)
But in any case, the thing Aegwynn fought was an Avatar, though she thought she was fighting the real deal. It was by no means an easy fight, but she did wind up winning (which might have been the first clue that there were some shenanigans going on.)
Here's the thing I don't get, though. When the Avatar was slain, the spirit of Sargeras came out and entered Aegwynn's body, unbeknownst to her. Yet it was an Avatar - so was it really Sargeras' spirit? Wasn't he not even there, but piloting the thing from afar?
It's possible, of course, that Sargeras is working on a much higher level than most demons, and that the "spirit" that possessed her and would later possess her son and successor Medivh was really just an avatar in its own way.
Sargeras - whatever his means - would control Medivh and have him open up the Dark Portal to allow the Horde onto Azeroth. And while that would change the course of history for the foreseeable future, it also ended with Medivh getting his head cut off by Anduin Lothar.
It's at that moment that we completely lose track of Sargeras' presence. Gul'dan goes into a coma trying to pry whatever knowledge he can from the rapidly-dying Guardian, so even if he were still around to question (we have a Gul'dan, but he's not the one who did that) he probably wouldn't be able to tell us much about the Dark Titan's fate.
Medivh did wind up coming back, helping to organize the resistance to the Legion during the Third War. But as far as we can tell, this ghost or spirit of the man was free of the possession that had tormented him for his entire life. It seems unlikely that he would try to rally a defense against the Legion if Sargeras were still pulling the strings (there's probably a good tin-foil-hat theory there that I don't really want to get into just yet.)
But that raises the question: where did Sargeras go?
The Legion since then has been under the control of Archimonde and Kil'jaeden as a duumvirate. Archimonde has a pretty direct approach, launching the Third War and attempting to destroy Draenor B. In contrast, Kil'jaeden is far more interested in keeping enemies of the Legion guessing. You can see pretty easily in Warlords of Draenor how Archimonde's influence has made the Iron Horde far more obviously demonic (Gul'dan is installed as Warchief) in contrast with Kil'jaeden's style, where the Orcs were led to believe they were in control of their destiny and Gul'dan ran things behind the scenes with Blackhand as his puppet.
But those two are just keeping the seat warm. Sargeras is the founder of the Legion, and is basically the god to these demons.
So where the fel is he?
The only time we've gotten a hint that Sargeras is around is during the now-defunct Battle of Undercity. Horde players would fight Varimathras along with a big group of demons in Sylvanas' throne-room (huh, it just occurred to me that she doesn't have a throne.) During this fight, Varimathras is commanded by a "Dark Voice." And given that we'd already heard the voices of the two members of the duumvirate in Burning Crusade, there was little reason to be coy about that unless it was someone bigger and scarier than those two, which outside of the Old Gods strongly implies Sargeras.
So is Sargeras manipulating things from afar, calling the shots while the duumvirate simply appears to be running the Legion? It's certainly possible, but does make me wonder why the Legion would bother presenting things that way.
Perhaps we're looking at that scene wrong. We assume the dark voice commanding Varimathras is speaking through the portals. What if instead, he's on our end?
The spirit of Sargeras may have been some aspect of his Avatar. But alternatively, perhaps it was really a vessel. We haven't heard the term avatar used to refer to other demons. What if Sargeras really did come to Azeroth, really did inhabit Medivh. He left behind a great deal of power to come to our world, which is why we're not all burnt to cinders, but he's here.
After the Avatar's defeat, Aegwynn raised the Tomb (a former temple to Elune) to store the body. It is through this tomb that the Legion invasion is pouring forth. The Legion certainly wants Azeroth, but perhaps there's a more immediate goal, even before conquest.
What if this invasion is actually a rescue mission? And if it succeeds, and Sargeras is returned to his Titanic body, well, then we're in real trouble.