From A Wiki of Ice and Fire
Arrival in Westeros
Around 12,000 years before Aegon's Landing, during the Dawn Age, the First Men came to Westeros from Essos by crossing the land bridge called the Arm of Dorne. The First Men crossed the Arm under the leadership of the First King, according to legends from the North, or Garth Greenhand, the High King of the First Men, according to some legends from the Reach.
War with the Children of the Forest
The men came with bronze swords and great leathern shields, riding horses. As the men settled in the new land, carving out holdfasts and farms, they chopped down the carved weirwoods that were sacred to the children of the forest's gods and burned them. This provoked a war between the children and the First Men.  Though the children had powerful magic, and, according to the old songs, used dark magic to shatter the Arm of Dorne into an island chain, the First Men were larger, stronger, and more technologically advanced.
Moat Cailin was raised roughly 10,000 years ago, by the First Men. It appears as if at some point the children were able to take possession of at least Moat Cailin's Children's Tower. According to myth, the children attempted to use Moat Cailin to hold back the flood of invading First Men by calling upon their nameless gods from the Children's Tower to send down the "hammer of the waters" to break the lands of Westeros in two by shattering the Neck and completely separating the North from the South, in the same manner they shattered the Arm of Dorne centuries earlier. However, the children failed in the attempt and only succeeded in flooding the Neck, creating bogs and swamps.
However, the cataclysm proved the strength of their power and may have proved instrumental in bringing the First Men to agree to the peace terms that ended hostilities between the two races.
The wars went in the First Men's favour until the two sides reached a peace agreement, called the Pact, on the Isle of Faces. The First Men gave dominion of the deep woods to the children and promised not to put any weirwood trees to the axe anywhere in the realm. In return, they received claim to the rest of the Westeros. 
Four Thousand Years of Friendship
The Pact began 4,000 years of friendship and peace between the two peoples. The years that followed the forging of the Pact is known as the Age of Heroes. In time, the First Men eventually set aside their religion to worship the children's secret gods of the wood. Like the children they would carve faces into the weirwoods. The children of the forest taught them to use ravens to communicate over long distances, but in those days the birds would speak the words, and the greenseers of the children could change their skins and speak through the birds. 
When the the Long Night came to pass and the Others began to invade from the far north of Westeros the First Men and the children joined forces. A legendary hero, called the last hero, is said to have led the coalition against the Others. The Others were driven back and the Night's Watch was created to keep them at bay. The First Men are also the people responsible for building the Wall, which still stands to this day.
Invasion of the Andals
Roughly around 6,000 years before Aegon's Landing, the Andals crossed the narrow sea and began their invasion of Westeros, ending the Pact. For several hundred years the First Men and the Andals warred, fighting for control of the continent. Eventually, the Andals conquered or married into the kingdoms in the southern half of the continent, while the First Men Kings of Winter stopped all Andal incursions through the Neck at Moat Cailin. 
Armour and Weaponry
The First Men obeyed the laws of hospitality. Hosts were expected to serve guests bread and salt upon arrival, and guests received protection once they had eaten. Disputes were often handled by paying a blood price, even for crimes such as murder. If a man was to be executed for his crimes, the man delivering the sentence was expected to wield the killing blade himself, a tradition carried on by House Stark. 
The ancient First Men interred their dead in barrows. There are barrows everywhere in the North, such as the Great Barrow of Barrowton, where the First King of the First Men is said to be buried. When Eddard Stark and Robert Baratheon go riding in the barrowlands they view wide plains of flatness which are here and there relieved by long, low hummocks - the barrows of the First Men. Later, the Starks buried the Kings of Winter in the crypts of Winterfell, while Boltons are buried beneath the Dreadfort. The Blackwoods bury their dead beneath the weirwood of Raventree.
After the Pact the First Men set aside their previous religion to worship the children's nature gods. Like the children they would carve faces into the weirwood trees. The Lady of the Waves and the Lord of the Skies were deities of old worshipped by First Men who lived on the islands of the Three Sisters. Sacred storms were the result of the Lady of the Waves mating with the Lord of the Skies. Worship of the Lady of the Waves and the Lord of the Skies ended with the arrival of the Andals and the Faith of the Seven.
While much of their culture was lost over the millennia, the people of the North retained the spirit of the First Men and many carry the blood of the First Men in their veins, including those of House Stark. South of the Neck there are people that still proudly claim the blood of the First Men, such as the Blackwoods and Brackens, the Daynes, the Redforts, the Royces, the Westerlings, and the people of Crackclaw Point. Lord Yohn Royce possesses a suit of bronze, rune-covered armor dating back thousands of years. The mountain clans of the Mountains of the Moon are descendents of the First Men.
The First Men are still included in the title of the sovereign of Westeros, along with the Andals and the Rhoynar. For example, Tommen Baratheon is referred to as King of the First Men in his title. According to George R. R. Martin, hardly any Westerosi are pure Andal or First Man after thousands of years of interbreeding.
Places associated with the First Men
|“||Some twelve thousand years ago, the First Men appeared from the east, crossing the Broken Arm of Dorne before it was broken. They came with bronze swords and great leathern shields, riding horses.||”|
|“||The blood of the First Men still flows in the veins of the Starks.||”|
|“||The First Men believed that the judge who called for death should wield the sword, and in the north we hold to that still.||”|
References and Notes
- ↑ A Game of Thrones, Chapter 66, Bran, p 737.
- ↑ The World of Ice and Fire, The North.
- ↑ The World of Ice and Fire, The Reach.
- ↑ A Clash of Kings, Chapter 24, Theon.
- ↑ A Game of Thrones, Chapter 66, Bran, 738.
- ↑ 6.0 6.1 6.2 6.3 6.4 A Game of Thrones, Chapter 66, Bran, p 738.
- ↑ A Clash of Kings, Chapter 28, Bran, p 440.
- ↑ A Dance with Dragons, Chapter 34, Bran.
- ↑ A Game of Thrones, Chapter 70, Jon.
- ↑ 10.0 10.1 10.2 A Game of Thrones, Chapter 66, Bran, p 739.
- ↑ A Feast for Crows, Chapter 5, Samwell.
- ↑ 12.0 12.1 A Game of Thrones, Chapter 1, Bran.
- ↑ 13.0 13.1 A Dance with Dragons, Chapter 32, Reek.
- ↑ A Game of Thrones, Chapter 12, Eddard.
- ↑ A Game of Thrones, Chapter 3, Daenerys.
- ↑ 16.0 16.1 A Game of Thrones, Chapter 66, Bran.
- ↑ A Dance with Dragons, Chapter 48, Jaime.
- ↑ 18.0 18.1 A Dance with Dragons, Chapter 9, Davos.
- ↑ So Spake Martin: Blackwood-Bracken Feud and Coinage
- ↑ A Feast for Crows, Chapter 21, The Queenmaker.
- ↑ A Game of Thrones, Chapter 34, Catelyn.
- ↑ The Citadel: House Royce of Runestone
- ↑ A Storm of Swords, Chapter 14, Catelyn.
- ↑ A Feast for Crows, Chapter 20, Brienne.
- ↑ A Game of Thrones, Chapter 29, Sansa.
- ↑ "Mountains of the Moon" entry in A World of Ice and Fire
- ↑ So Spake Martin: Event Horizon Chat, March 18, 1999
- ↑ A Storm of Swords, Chapter 26, Jon, p 299.
- ↑ A Game of Thrones, Chapter 42, Tyrion.