Alagaësia has a rich and diverse history pertaining to several species of intelligent life and reaching back, in the case of the dwarves, over eight millenia.
By the beginning of the Rider War, only two of those species were known to be native, the Dragons and the Dwarves, though another supposedly extinct race, the "Grey Folk" are said to have called the land home before they destroyed themselves. No record of them appears within any written history, only legend and hearsay.
All other species came from over the sea. The first to arrive were the Elves (though a much younger culture), followed much later by the humans. Like ticks, the Urgals and Ra'zac came in the wake of the humans though the urgals remained largely persecuted and the Ra'zac presence has always been small.
Dwarves have inhabited Alagaësia since its creation in 0 A.C. (after creation) by their god, Helzvog. They initially inhabited the Hadarac Desert, but after a generation were driven out due to desertification. They headed south to the Beor Mountains and discovered Farthen Dûr during the reign of their first king, Korgan. Until 5217 A.C., dwarves proliferated through the mountains, building cities, warring between clans, mining, tunneling, as well as "amassing an impressive body of mathematics, astronomy, astrology, metallurgy, chemistry, botany, and other branches of natural philosophy [...]." At that time, the elves arrived, tipping the balance of power in Alagaësia. The dwarves were antagonized by the dragons, who preyed on their livestock and plundered their cities.
Elves arrived in Alagaësia from a land known as Alalëa by ship in 5217 A.C., "to escape the consequences of some terrible mistake." They spread across Alagaësia, inhabiting Du Weldenvarden and other plains and forests. In 5291 A.C., thinking the dragon as a nonsentient beast, an elf slew a dragon. This sparked a massive war leaving immense casualties on both sides and would've resulted in the destruction of both races had peace not broken out in 5296 A.C. It was then that Eragon, a young elf, found an abandoned dragon egg, raised the subsequent hatchling and became the first Dragon Rider. A magical pact bound the two races, giving dragons language and elves access to magic and immortality. After humans were accepted into the pact, the Riders seceded from the elven government and established a government on Vroengard. After the Fall, the elves all retreated into Du Weldenvarden and sealed their borders.
Humans first "arrived" in Alagaësia as a contingent of twenty warriors from a land to the southwest of the Beor Mountains. They landed at Surda in 5596 AC, traded with the dwarves and left. In 7203 A.C., King Palancar arrived near Teirm with a fleet of ships carrying his entire nation. They sailed northeast from an unknown land and settled Kuasta. Having made contact with the elves, he found passage through the Spine and settled Palancar Valley. A single ship carrying the ancestors of the black nomads arrived in 7209 A.C.. The Ra'zac pursued humans to Alagaësia. The Riders demonstrated their power to Palancar, who signed treaties with them, the elves, as well as the dwarves. He declared war to expand his borders on the elves thrice and was forced to surrender every time. Finally, nobles managed to end to hostilities by secretly arranging for peace and locking him and his family up. The elves also allowed settlement of Ilirea, abandoned during their war with the dragons around 5290 A.C.
The Dragons originally dominated Alagaësia. Thought to be mere animals by mostly elves and dwarves initially, but smarter than most mortals, even when first hatched. Dragons wield semi-passive magic, meaning they cannot control it like magic-users, but as Saphira once said, "if the need is great enough," they can use magic that are beyond the abilities of mortals. Breathing fire is an exception. It can be called upon (without the Ancient Language) at will after reaching maturity (around six months old) as said by Brom. Most dwarves still share their disrespect towards dragons, striving to refer to dragons (Saphira) in the third-person, with the exception being Orik, who seems to be the first dwarf who truly loves Saphira as Eragon does.
The Urgals came from overseas and inhabited the land on the west coast of Alagaësia and made their homes in The Spine. The Urgals' culture was based on warfare and Urgal males rose in ranks by proving themselves worthy in battles against each other or dangerous wild animals, such as cave bears and against Humans.
Kull are enormous (8 feet tall or more) Urgals that are considered elite warriors in battle.
The Ra'zac are extremely mysterious creatures. They are the offspring of Lethrblaka and live in the mysterious Helgrind. Not much is known about them except their extreme ability to kill. In Brisingr, Eragon managed to kill all of the Ra'zac in Helgrind. In Inheritance, it is revealed that there are more Ra'zac eggs possibly throughout the land, as spoken by Galbatorix, so they may or may not be an extinct species.