*puts on comic book nerd hat*
In the comics, the Eternals are the super powered off shoot of any particular planets dominant species. So the Eternals of the comics (and presumably the movie) are specifically the Eternals of Earth (created from Humans).
Thanos, his dad Mentor, and his brother, Eros, are Eternals of the Jovian Moon, Titan (tho Thanos is maybe mixed with Deviant blood, I'll go into that later).
They are one of two races created by the Celestials ( who typically are Giant armored aliens that you may remember seeing in a quick cameo Guardians of the Galaxy, also the Knowhere space station from the 1st film is a Celestials severed head, Star Lords dad is one apparently).
Eternals typically are extremely powerful (Thor level), and as their name implies, nigh immortal. They also have the ability to sync up their powers with an ability called "Uni Mind" which temporarily links them as a single, very powerful entity.
Why they were created? No one knows. A few writers have tried to give them a overarching reason for existing, but it never sticks. The most accepted reason is that the Celestials really like to tinker with genetics and thought it a fun experiment to see.
The other race created by the Celestials are Deviants. Deviants are supposed to be all the the shytty parts of experimenting that the Celestials fukked up on.
Though not as powerful as Eternals, Deviants tend to look like something out of a nightmare (why thanos looks like he does and his family look like
human white peo i mean, "normal"
) tend to be evil and can reproduce like crazy. They also really hate the Eternals.
Anyway, the main concept of the Eternals is that the Eternals have been fighting this secret war against the Deviants for centuries and along the way, were the inspiration for most of humanity's myths and religion...(Jack Kirby, the creator of the Eternals and the half creator of most of Marvels characters, around the time he created the Eternals was really into the idea that aliens had visited Earth many times and were the inspiration behind OUR religions and myths and progenitors of humanity..and that main idea was his inspiration behind the Eternals and Celestials).