Long ago, there was something known as Adonalsium. A god, power, or force of some sort. It was broken through an unknown process, and parts of the power were adopted by sixteen individuals, who became demi-gods.
These demi-gods settled on different planets, and are known by the “Attribute” or “Power” they exemplify. Ruin from Mistborn is one. Honor from the Stormlight books is another.
Something has been killing these sixteen. Certain characters from various worlds have been investigating, and visiting other planets, moving about with a host of different motives and goals relating to Adonalsium and the remaining pieces still alive. Hoid, an enigmatic figure who shows up in almost all of my books, is involved with this in ways that haven’t been explained yet.
Stormlight Archive is one of the more recent things to appear in the cosmere. It is not quite as new as some of the things that are happening in the Mistborn world era two, but it is fairly contemporary as the cosmeres timeline goes.