He Who Remains is a variant of Nathaniel Richards from the 31st Century. Based on the comic character of the same name created by Len Wein, John Buscema, Joe Sinnott and first appearing in "Thor" #245 from Marvel Comics, he made his live-action debut in the season one finale, "For All Time. Always." He Who Remains was revealed to be the founder of the Time Variance Authority who was stationed in the Citadel at the End of Time, where he was protected by Alioth, a void entity who destroyed anyone who tried to tamper with his preservation of the Sacred Timeline.
He Who Remains had been there for thousands of years, taking refuge at the end of time and trying to keep balance in the timeline while keeping his variants from destroying it. Unfortunately, He Who Remains met his end after Sylvie killed him by stabbing him, causing widespread chaos to the realities he was seemingly trying to protect.
While "Loki" appeared to be done with He Who Remains' story, Comic Circus recently reported that Jonathan Majors will return in the role in the second season of the Marvel Cinematic Universe show, writing, "Multiple sources have told us that Jonathan Majors will don the robes once more and return as the most 'benevolent' of the Kang variants." Now, the news hasn't been confirmed by Marvel, so take it with a grain of salt, but his return would open up the possibility for viewers to learn more about the TVA and his role as the protector of the sacred timeline. With it being fractured, it will be interesting to see whether He Who Remains, should he come back, tries to fix Sylvie's actions, or whether he's lost faith in his mission.