They're basically a form of sea protozoa (Radiolaria) who managed to form a mind together. Kabr infers that once ingested they are able to take over the person's mind. They probably did the same with life on their own world until they got hosts who could manipulate its environment resulting in the Vex we know now. Deej pretty much gave away what they were during a Podcast. [quote]“There are people who do the big pie in the sky thinking, like ‘What if there was a liquified race of people that were contained in this walking form, this robotic form, and they all shared one mind and it was contained in this data milk.’ And then there are the other people who would write the ghost’s dialogue to describe the Vex in the scene they get revealed.”[/quote]