The Vex are an ancient cyborg species that are linked together and ruled over by the Axis Minds. They appeared first on Venus at an unknown time through transfer gates, which allow them to teleport instantly from planet to planet.
All communication attempts with the Vex have failed because of their single-minded purpose of expanding throughout the galaxy until they are the only race around. The Axis Minds want only for this result and nothing will stand in their way, and nothing can escape their path of destruction.
While the Vex appear to be machines made of a metal that is similar to hammered brass in appearance, part of them is organic as well. On the world they’ve transformed into a machine planet, Nessus, Vex Milk can be seen in rivers and lakes everywhere. This is what the Vex radiolaria cells float inside the machine bodies, because the Vex are aquatic creatures at heart. They deem their mechanical bodies indestructible, and as such they recycle them whenever they’re done with them.
During the Golden Age the Collective on Venus found Vex structures that seemed to be billions of years old, meaning they’d have to have been built when the planet was so hot it would melt any metal. The best theory around this is that when the Traveller transformed Venus into a garden world it brought the Vex structures through from another version of Venus.
The Collective even found a Vex specimen among the structures, and found that it had created a simulation of Venus as it was in the present day, with the scientists who analysed it accurately portrayed in the simulation as well. This pushed the Collective to madness, and in the end they brought in a Warmind to do the work as they became convinced that they were in fact a simulation themselves.
Now on Mercury the Vex have built a forest, the Infinite Forest, underneath the planet’s crust. This is a possibility engine that runs endless possibilities for the Vex to analyse for how they can achieve them, helping them further their goal of complete galactic domination. In the Curse of Osiris Guardians will travel through this forest to hopefully divine the Vex’s true purpose for having suddenly started up work again.
Image Source: DestinyWiki