The Lord of Illumination is an alien who first appeared in "The Box". He has four friends who are also Lords of Illumination. They are well meaning aliens who try to encourage strength of character.
In "The Box", the Lord of Illumination initially gave the box to Wander and Sylvia as a test of unknown nature, which they passed. However Wander, wanting to know what was inside the box, counted various things as Sylvia realized the truth and demanded that the Lord of Illumination put something in the box. He initially declined, but when Sylvia angrily showed him she was serious and he, along with the other Lords of Illumination, put a few items in the box. With Wander now back to normal he and Sylvia left, while the Lord of Illumination tried to give a lesson on how he learned from Wander and Sylvia before being shut up by Sylvia.
In "The Gift", one of the Lords of Illumination (presumably this one) was given a present by Wander and Sylvia.