When the Divine Era was coming to an end, the True Gods were not willing to completely disappear from the world. They used various sorts of methods to leave behind a vestige of their strength to pass onto those of the future generation that had an affinity with them. They would then pass on the strength of the gods to their future generations for eternity.
The majority of legacies are found in the Realm of the Gods and they are rarely found in the lower realm. Blue Pole Star is the exception, having an abnormal concentration of legacies.