well, you should really just READ the comic, but here's the Long-Story-Made-Short: At the beginning of time, God created Heaven and space. As He began to create more (planets, stars, etc.), He decided He wanted other beings to keep Him company and serve Him. So, He created angels. Foremost among these was Lucifer, the Light-Bringer. As God created other, lower, forms of life, He used the angels to communicate with these beings, as well as perform tasks throughout the universe. Since he loved the physical world so much, as Lucifer ran these errands, he began to collect things- souveniers from all of the worlds he visited. He used many of these collectibles to create the Sacred Objects. These 9 items allowed Lucifer to move more fluidly and effortlessly through the physical world (when angels became tangible, they are succeptable to many of the same perils that mortals are).
As he collected more and more items from worlds he visited, Lucifer began to combine them into a concoction that later became known as the Sacred Pie. When he completed it, Lucifer ate a piece. The rush of power the Pie injected him with made him mad with power, and he attempted to take over Heaven. God and the angels defeated Lucifer and his followers and he was banished to Hell. God took the Sacred Objects and scattered them across the universe, so that no one being would ever become that powerful again. Nobody knows what happened to the Sacred Pie.
Our story occurs eons later, when a hero for the cause of good named the Traveller passes a collection of the Sacred Objects (the Gloves, Boots, Tunic, and Medallion) to the three most unlikely people in the universe- three present-day burn outs named Roonas, Sid, and Bob. Our heroes.