Towards the end of Attack on Titan's third season, anime fans were given their best insight yet into the origin of the series' titular, human-devouring beasts. Unbeknownst to Eren, and all those who live within his walled world, their ability to transform into Titans is a genetic feature unique to the Eldian race, who are also known as the Subjects of Ymir.
Who is Ymir? Not to be confused with the former holder of the Jaw Titan's power, Ymir Fritz was the first person to gain the power of a Titan and, consequently, became known as the Founder. Whether or not she was given a fantastic gift by a benevolent god or made a demonic deal with a devil, forever cursing her progeny, depends on if you get your history from the Eldian or Marleyan nations. Either way, Ymir used her tremendous power as the first of her kind to turn the Eldian Empire into a global, conquering force. This earned Eldia its fair share of enemies, leading to its eventual downfall, and the island of Paradis -- Eren's home -- to be cut off from the rest of the world (and history) as her Subjects' final stronghold.
Ymir died just 13 years after she received her Titan power, which subsequently explains the life-shortening "curse" that every Titan shifter since then has to bear. Her single power was then divided up among her descendants, creating the Nine Titans: the Founding Titan, the Attack Titan, the Armored Titan, the Colossal/Colossus Titan, the Beast Titan, the Female Titan, the Cart Titan and the War Hammer Titan. Until Eren's dad, Grisha came along, the power of the Founding Titan was kept in the possession of the royal family (Fritz and Reiss), whose ancestor, Karl Fritz, was the one responsible for sealing his people away behind the walls a century ago, and used the power of the Founder to wipe their memories clean in the hopes of keeping Eldia safely ignorant of its past sins following its fall.
But, as the manga goes on to detail, there's far more to Ymir's story than this. Like the majority of Hajime Isayama's characters, Ymir is neither a saintly hero nor a conniving villain: she was once an ordinary human being; flawed, vulnerable and sympathetic.
In Chapter 122, we get Ymir Fritz's full, unbiased backstory. 2,000 years ago, Ymir was forced into slavery after her home was invaded by the tribal king, Fritz. After being blamed for letting a pig go loose, she was sentenced by the cruel leader to be hunted to death, like the animal she was accused of losing. Running desperately through the woods, the injured girl came across a strange tree and tried to hide in a gap in its roots. Instead, she fell into an underground, underwater world, where she fused with the spine of a Titan.
Up over the forest, the hunters could only watch in horror as her new, ginormous form towered over the treetops. But she wasn't liberated by it: King Fritz used her to modernize and expand his kingdom through the building of roads and bridges. Then, he offered her the "reward" of bearing his children, and the mission to "annihilate the hated people of Marley" in his, and now her, name. She remained loyal to her master and husband through it all, even at the cost of her own life: Throwing herself in the path of an assassin's spear lobbed at the King.
As her spirit moved on to another plane of existence, Fritz made their three daughters, Maria, Rose and Sheena (whose names would later be used for Paradis Island's walls) devour her corpse so that her power would be passed on to them. "Give birth and multiply. The blood of Ymir must not die out. [...] My Eldians will rule the lands of this land with their massive frames. And my Titans will continue their reign into eternity."
While her descendants continued to enact Fritz's power-hungry will, Ymir's soul -- in the form of the little girl she was before she became a Titan -- has been trapped in the realm commonly referred to as the "Coordinate" ever since. This spiritual place is a vast desert populated only by a huge, branching pillar that is Ymir's link to her Subjects. It's where the other Ymir, as well as Eren and Zeke Jaeger, end up when they die. Thanks to her husband, Ymir's shackles remain: She's duty-bound to obey the command of any member of the Fritz family.
When Zeke Jaeger (a Fritz descendant) tries to exploit this clause at the Coordinate, Eren, saddened by her enslaved state, pleads with her to make a decision for herself, thus finally becoming free again after two centuries. Tearfully, Ymir agrees and, using Eren's once-dead body, transfers her power into the physical world to help him enact his genocidal vengeance plan.