The Lethe
The Lethe is a creature of the fade, an immortal ethereal entity given physical form in the earliest days of the Tevinter Imperium by the archmage Xuan-te. She exists to bring the blissful peace of utter annihilation to the demonic adversaries of the master she has been bonded to.
Xuan-te was the first in a long line of mages that she has served. Previous owners include Shale's former master, Wilhelm.
Powers
The Lethe has the ability to teleport and she will give you access to the World Map. This is an early means of returning to Ferelden and without her in your party, you cannot leave the Confederacy of Malkuth until the end of ACT I.
Myrdo
Myrdo is an Ash Warrior who found his wife dead one day and his mabari covered in blood beside her. Jumping to the wrong conclusions, and in a fit of rage, Myrdo killed his mabari, Baldur. He later came to learn that the blood on his mabari was not his wife's, but her attacker's. The hound had jumped to the defence of the woman although he failed to keep her safe.
Myrdo consumed by guilt now journeys to find the answers he seeks so that he may return his dog to life. He knows that if he succeeds, his dog may not come back the way he was, and so does not wish to risk the beauty of his wife to the devastation of evil.
Thazulok
Thazulok is a Dark Warden and although he claims to be, he is not actually an apprentice. He was in fact attempting to steal the Lethe when the Confessors arrived on the scene and it is they, who assumed he must be the mage's apprentice. Thazulok has secrets which you will uncover as the game progresses and in ACT I, if he is recruited, Confessor Mott dies and the Lethe is freed before you do the Trouble with Grelkins quest, then he may trust you enough to start sharing. Thazulok is not beyond watching friends die if it preserves his secrets however, and you must not worry too much. Sooner or later, all will be revealed.