The Furtive Pygmy, a deity often forgotten in the ancient tales, was the owner of the Dark Soul, and is a supposed ancestor of the Chosen Undead. The Furtive Pygmy planned to use the Dark Soul and its power to bring about the Age of Dark. This is the task that is passed on to the Chosen Undead by Darkstalker Kaathe.
It is unknown what role, if any, the Furtive Pygmy had during the Age of Fire and the great battle against the Everlasting Dragons. He is not present in Lordran by the time of the Chosen Undead. After the prologue cinematic the Furtive Pygmy is only spoken and heard of, apparently not to be seen again.
By the time of Dark Souls II, the Furtive Pygmy is all but forgotten. The Pilgrims of Dark appear to worship some kind of Dark Lord. However, a number of characters could hold that title, including the Furtive Pygmy and the Chosen Undead.