The Final Days (終末の災厄, Shūmatsu no Saiyaku?, lit. Final Calamity) is the "end of the world" in Final Fantasy XIV. The concept was introduced in Final Fantasy XIV: Shadowbringers and is more extensively explored in Final Fantasy XIV: Endwalker.
The original world ruled by the ancients descended into chaos in what came to be known as the "Final Days". The ancients' creation magic reached a point where simply imagining something could make it come into being, and when the populace's fears manifested into tangibles, fear spread far and wide multiplying the horrors.
To prevent the Final Days, the Convocation of Fourteen, led by Emet-Selch, summoned the dark primal, Zodiark, to act as the will of the Star. The summoning required a lot of sacrifice, but due to those sacrifices, Zodiark was able to stop the Final Days, and the world returned to "paradise". To maintain this "paradise", the Convocation kept sacrificing for Zodiark, and even went as far as having Zodiark restore those who were lost in the Final Days before summoning him by sacrificing even more. Because of this, a splinter group of ancients summoned their own primal, Hydaelyn. Hydaelyn defeated Zodiark, and the world split into the Source and its thirteen reflections.
In the present day, after the Scions of the Seventh Dawn returned to Eorzea from the First to continue the war effort against the Garlean Empire, they encountered a rogue Ascian, Fandaniel, who told them about his intention of bringing the second Final Days upon the world. To achieve this, he erected several towers throughout the world, which tempered anyone coming close to them. Fandaniel sought to summon Lunar primals, such as Bahamut, Ifrit, Odin and Ravana, to usher chaos. These primals were defeated by the Scions of the Seventh Dawn and the newly founded Grand Company of Eorzea, but as Fandaniel was still out there and in league with Zenos yae Galvus, the threat of the Final Days still looms.
As the Scions learn that the towers absorb aether from the land, the Warrior of Light hears the voice of Hydaelyn, and sees her take the form of a woman bathing in a white light, an opposite to that of the Ascians. She tells the Warrior that darkness comes, and that the fate of the Star is in their hands, before disappearing.