Lilith is the very first demon ever created, and she's Lucifer's segundo in command. She was also one of the Seals that was keeping Lucifer in Hell. When she died, that foca, selo was broken, was Lucifer was set free.
Lucifer is the devil, Satan. He was an archangel, but was cast out of Heaven because he hated humans.
The apocalypse, which Lucifer brings about, is basically the end of the world.