First Family - The king and queen of the vampires, and any children they may have.
In Dark Lover, it is known that Wrath II, son of Wrath I ("Wrath the Fair") and Anya, is the current King of the vampires. After he mates with Elizabeth Anne "Beth" Randall, daughter of the Black Dagger Brother, Darius, and an unknown human female, she becomes Queen. They are the current First Family.
Previously, Wrath I and Anya were the King and Queen of the vampires. They were betrayed by a servant and their home was attacked by lessers. Fifteen to twenty lessers slaughtered everyone in their path before making their way to the King and Queen. Wrath I tried to fight back, but ultimately met his demise by the amount of lessers. It was during this time that Wrath I locked Wrath II away so he wouldn't be killed. Wrath II watched his father his father get stabbed in the heart before dying in front of his eyes. To add salt to the wound, the lessers took down all the tapestries so that the bodies burned up, leaving nothing for Wrath II to bury. Eventually, civilian vampires let him out. Wrath II was twenty-two at the time of his parents' death and his still haunted by what he saw, having dreams about that night. Wrath II suffered continuous shame and survivor's guilt. He felt as thought he failed to protect his family and should have died along with them.