The First Men were the first humans to travel from Essos to Westeros. 12,000 years ago there was a land bridge connecting the two continents called the Arm of Dorne. When they began to settle the land and chop down the forests, particularly the sacred weriwood trees this didn't go so well with the Children of the Forest and a war inevitably broke out.
Even though the Children of the Forest had magic the First Men were more technologically advanced. The Children of the Forest used magic to shatter the Arm of Dorne, creating the now chain of islands known as the Stepstones.