Hey, so, I've been playing trove for quite a while now, and one of the things that always gets asked is what the purpose of the game is. The storyline I guess. So right here, right now, I'm going to lay out some facts for you, and maybe throw a little headcanon in too, but I'll make sure to label things if they're not confirmed by the devs.

There are currently four known gods. They interact with each other, and are referenced inside the game by some lore tooltips on items. They are not however directly included in the game (for now).

Major Gods

The first is the Sun Goddess (possibly known as Elysia). She is(was) the ruler of the light, and guardian of the sun. Her blessing is what gives the Trovians their powers. She was a kind ruler, and did everything she could to protect us from the darkness.

Second is the Moon Goddess. She is less powerful than the Sun Goddess, and ruled over the darkness (which in it's purest form, is not inherently evil).

And then there's Q'bthulhu (like Cthulhu but cube-thulu). Q'bthulhu is known as the god of chaos, ruler of the Everdark. He is more heavily referred to by items in the game, as pieces of his body are used to forge stronger equipment. This guy is basically the big bad.

Minor Gods

The first known minor god is Eis-Crom (Ice-Cream, but more deep and neato sounding). Eis-Crom is the god that the Candy Barbarians worship, and he grants them a blessing paired with Elysia's blessing.

There's also the Pinata God, which has a shadow themed appearance. The pinata god is the third titan of the shadow tower, and has the ability to breathe shadowy flames, as well as summon lesser pinata warriors. The Pinata god rules over all pinatas, and has a grudge against the Trovians for slaughtering his people. Originally a fan concept, the Pinata god was accepted as a titan, and is now canon.

There is confirmed to be minor gods for each of the biomes in the game, other minor gods may or may not exist.

Headcanon/Unconfirmed
Aside from those gods, which are confirmed by the devs, there's also Zehiria. Zehiria is mentioned in some item tooltips for draconic mounts and items (such as Valkizer-King of Dragons and the Prodigal Peridoter). From what is in the game, Zehiria seems to be a powerful entity (as she is the one who appointed the king, which implys she is above the Dragon king in power), and is possibly the Dragon Goddess.

This is a recent post by the devs to shine some more light on the game. It's far more expansive, and gives more details on the world of the trovians.

“Gather round the fire, now! Gather round. All pirates and ninjas, punchbots, and PWN-Es, come hear a tale of love come unbound: of rivals and regret and fractured families.” Qubesly paused, dramatically, proud of his booming voice and impeccable intonation.

He watched, satisfied, as citizens big and small gathered round to hear his verse. As the messenger of the Sun Goddess herself, Qubesly never felt more important than during his daily reading. “Right here in our fair land of Trove, the Sun and Moon Goddesses once played. Their home stretched across the sky above with all the darkness of the world held at –”

“This story is BORING,” called out a wee punchbot, bobbing in the air.

“How – what –” Qubesly sputtered. “Do you know who I am? I am –”

“Boring!” The punchbot said again.

“That’s it!” Qubesly said, irritated. “You want to hear the tale of death and doom and existential nightmares? Of labyrinths of evil, so twisted and dark, every soul who dared look upon it suffered the blight of decay for all eternity!?”

“Oh, YES! Could we?” The whole crowd lit up with excitement.

Now, Qubesly was panicked, for he had only prepared one verse. Yet, having never once given up, even in the darkest days of the kingdom, Qubesly took a deep breath, closed his eyes, and began.

“Well, did you know that once, we were all just dreams – spirits – come straight from the mind of the Sun Goddess, herself? All of life came dancing from her head, from you,” Qubesly pointed to a tiny dragonling ally, “To you, and you, and you!” He tickled Slow Sebastian’s chin. “And all of the spirits were so noisy and rowdy, they woke the Sun Goddess from her long slumber.”

“She was surprised and delighted to see her creations and eagerly showed us all to her sister, the Moon Goddess. Over the eons, the Sun would create amazing new creatures for the Moon to play with and enjoy, giving them new shapes and thoughts and dreams of their own. The Moon danced with joy at every new creation, and few things made the Sun happier than to see her sister smile.”

The punchbot interjected with a loud, exaggerated snore.

“However,” Qubesly continued, pointedly. “The moon longed to create as well, but everything she built crumbled into dust. The thought haunted her, and she would stay up late into the night, long after the Sun had gone to bed, gazing down upon the land. She grew envious, watching as even some of the Sun’s creations had inherited the ability to create. These lesser gods built all of the beautiful biomes that we live in today.”

Qubesly waved his arm across the sky, and the crowd around him smiled with appreciation at the wealth of unique trees and flowers that spread out as far as the eye could see.

“But eventually,” he said, with a sigh, “The jealousy became too much for the Moon, and she could no longer bear to look upon the Sun’s creations. She left the Sun’s Kingdom, and pushed onward into the Void beyond the light.”

“There, she was surprised to find even more of the Sun Goddess’s creations – except these were not like the others. They were twisted shadows, driven mad in the endless dark around them. She became scared and worried, as her light was too pale to brighten a path back to safety. It was then that she met Q’bthulhu.”

A few of the small pets gasped.

”Q’bthulhu was a nightmare shadow, imbued like our gods with the power to shape. With honeyed words, he reassured the frightened Moon, offering to guide her back home while leading her further into the Void. He listened to her worries and pleas – and upon hearing that she’d run away from home out of sorrow that she could not create, he smiled.”

“’Stay here in the void,’ Q’bthulhu, said. ‘And you can create anything you like.’ Weaving dreams from the shadows, Q’bthulhu tricked the Moon Goddess into staying in the dark, slowly sapping her powers to strengthen his shadow army.”

“Without the Moon, the Sun Goddess’s kingdom was not as bright, and cracks began to form. The creatures of shadow infiltrated the land. Q’bthulhu secretly locked the Moon in darkness and led his armies into the light.”

“The Sun Goddess was so panicked searching for the Moon, she did not notice the legion marching upon her realms. The Shadows wreaked havoc upon our home, overpowering our lesser gods and spreading darkness everywhere.”

“When the Sun heard the terrified cries of her creations, she knew she had to act quickly. Summoning all the strength she had, she radiated a light so powerful and so bright that it pushed back their dark armies and saved everyone! But alas, the damage was already done, and the land was covered in tears in the light where Shadows could still pass through. Weakened, the Sun Goddess went back into her long slumber, and only a fraction of her light shines down upon us now.”

The little punchbot sniffled to himself, his tears turning into steam on his tiny fire engine. Qubesly patted the young pet on the back and smiled at everyone around. “But that’s why we’re all here! The Sun Goddess still protects us from the Shadow, but she needs our help. Take heart, for as long as we’re here, there is still hope!”

This is the original story that I had pieced together. Some of this has been ret-conned, but much of it holds true, and it will remain in it's original state as a tl;dr.

Originally, the trovians were just regular people. Cube shaped people, but normal all the same. They were protected by the power of the Sun and Moon goddesses together. Eventually however, the Moon Goddess came to resent the Sun goddess (yes it's like my little pony, yes that detracts from the story, no I am not ♥♥♥♥♥♥♥ with you) and called upon the power of Q'bthulhu to do battle with the Sun Goddess. After a fight (that probably lasted eons or something, whatever sounds neat), Q'bthulhu betrayed the Moon Goddess, and used her powers to gain the upper hand, ultimately defeating the Sun Goddess.
With the last of her radiance, she blessed the Trovians with great powers, that allowed them to combat the darkness. Simultaneously, she created pockets of light across the realms (hubs) where we could be safe. And so we Trovians wage war with the dark creatures, constantly fighting to bring down Q'bthulhu.

After the trovians recieved the Sun Goddess' blessing, they began to combat darkness in order to protect themselves. Not all were blessed with the same powers. From pirates to ninjas to dragons, each of the in game Trovian classes have their own cultures and homes. Unfortunately, we don't see/read/hear much about those cultures, but there's plenty of tin-foil theories on how they're all connected (aside from the blessing of the Sun Goddess).

Headcanon Time
There's also the shadow arenas/dungeons, which might actually be remnants of the Moon Goddess, and not powered by Q'bthulhu. The monsters inside will still eff you up, but they're not doing it for Q'bthulhu. The recipe dungeons could also be this way. Since Q'bthulhu is the god of chaos, it seems odd that he would be protecting knowledge. That's why (at least I think) that the recipe dungeons, guarded by shadow entities, is another remnant of the Moon Goddess.

This is a pretty short little lesson, but this is essentially all the importantish lore we have. The game is more about the adventure than the story, but I thought it'd be nice to put this up in case somebody needs a little bit of potatoes to go with the meat of the game. I'll update this thread whenever big portions of lore come out, I want to express once again that this is not all the lore, just the most important, and what is confirmed by the devs. There is more in the game, though tougher to find and to some extent less trustworthy and/or noteworthy.

If you are the kind of person who likes the intricate details and such, a person recently put out a more in-depth guide that goes through the smaller bits of lore left in the snippets of cosmetic styles and recipes. He's pretty devoted to finding out the little things, and he's got some theories on some of the more obscure and enigmatic things in the game.
The link does take you to the Official Trove forums, which is not on steam, just a warning.

http://forums.trovegame.com/showthread.php?83256-The-Compendium-of-Trovian-Lore

1/4/16- Altered the afterword to make it more clear that this is only the 'important' lore, and also added a link to a guide about obscure lore.
9/16/15- Added in lore for the Pinata god. Fixed some grammar flaws.
8/8/15- Added the tale that the devs posted recently, and altered the pantheon.
7/16/15- Added Echowing's theory on Zehiria, goddess of dragons to the pantheon section.