This article is from the X-Men Comic Books FAQ, by Kate the Short (email@example.com) with numerous contributions by others.
First off, don't be alarmed. Many Externals are simply poor excuses for
a supervillain, too innately lame to make a living any other way, and
they are probably only looking for a handout. Treat them with kindness,
patience, and respect, and they'll probably leave you alone, although
they may mutter a bit about impossible designs and grand world-spanning
plans before they leave.
The Externals first showed up in the storylines of Rob Liefeld in X-
Force #10. The idea was that they are a type of mutant whose "full
potential" is not realized until they're killed. And then they're
reborn, and they become, well, immortal, except they could only be
killed by cutting off their heads, or something like that. In any case,
any similarities between Externals and the immortals from the movie
Highlander are obvious and often commented on. Currently the term is
mainly used to refer to any mutant that enjoys immortality by virtue of
his mutant powers.
X-Force #37 is possibly the closest thing the Externals will ever have
to an origin issue. It explains how En Sabah Nur (aka Apocalypse) found
the Celestial ship, how old each of the Externals actually were, and why
they acted the way they did. Apocalypse's origin is explained in more
detail in his limited series, "The Dawn of Apocalypse".
Anyway, so much for immortality. Selene killed most of them off in X-
Force (#52-53). The only ones left are Selene, Candra (who may or may
not have died in X-Men #61), and Apocalypse. Apparently Cannonball
wasn't one of them after all, according to Selene in X-Force #53.