The Emperor of Man is the mythical god-leader of the Imperium of Man. He suddenly appeared ten thousand years previously – in the 30th millennium – and lifted the mankind from the Age of Strife into a new golden age. The current Imperial territory was taken during the Emperor's time, largely by the Primarchs and Space Marine Legions that he created.
At the end of the Great Crusade (which lasted about 200 years), in the Horus Heresy civil war, the Emperor was mortally wounded and has remained incapacitated in a life support system called the Golden Throne for the 10,000 years since.
The Emperor is depicted as a very messianic figure, something of a cross between a religious figurehead such as Jesus and a macho hero such as Conan the Barbarian. With golden power armor and a flaming sword.
In life, the Emperor was physically clearly superhuman and had the greatest psychic powers ever witnessed. He was extremely charismatic but not very diplomatic, tending to tell people what to do but not bothering to explain his plans.
The Emperor's name and origin are shrouded in mystery; his appearance and goals obviously mark him as human, yet his immortality and god-like powers aren't exactly standard fare.