They are small, lithe creatures, with their senses attune to the realities of the UnderWorld. They cannot come to the surface, however-light harms them. The Lost are normal humans who have wandered into the UnderWorld from another time, and are now unable to return. Many of the Lost wander into the UpWorld, where they are usually committed to institutions, diagnosed as psychotics. A few choose to remain in the UnderWorld, and eke out a life amongst the tunnels.
Normals are just that.
Normal, everyday people from the UpWorld who somehow find themselves now entangled in the intrigues and adventures of the UnderWorld. Legendaries are the after-effects of continuous magical use. The magical properties of the UnderWorld create something akin to a magical background radiation. It is this property that messes with modern technology in the UnderWorld, for example. Sometimes, this energy coalesces, and spontaneously shapes itself into a being.