The Tarots are a group of Forces attempting to find a home. Initially, they consisted of four members: Empress, Justice, the Hierophant and Fortune. When they arrived in the Human Realm, Chastity saw them as a destabilising force, and forced Lust to "deal with them". Instead of explaining to them that their energies would force the world to balance three sets of Forces and put it in jeopardy, Chastity intended Lust to kill them. (She may have decided on this simply to make Lust miserable at being forced to kill.)
Justice and Empress were stabbed by Lust, who was unable to fully control her body due to the binding power of the agreement with Chastity. The two died from their wounds soon after. Lust was, however, able to exploit a loophole (Chastity told her to "deal with them" but not explicitly to "kill them") and removed Fortune from the Tarot by turning her into a Sin. Whether this was primarily due to her taking pity on Fortune, or wanting to get rid of the current Pride (an insufferable, arrogant prig) is unclear. She was able to avoid having to stab the Hierophant by persuading him to open a rift and leave the world.
The Tarot were being shunted from world to world by other forces, each of which claimed that their world was too full of forces already. The Tarot were growing weary of their constant travelling, and wished only for a place they could call home.
The Tarot are not completely immortal, because they can be killed. However, they are reborn anew, and have to grow up again when they reincarnate. They retain their memories of who they were, however.
After the departure of Fortune, and the deaths and rebirths of Justice and Empress, the Tarot expanded in number. Empress recruited a new Fortune, and also found others willing to take up the mantles of Temperance and Judgement. Due to their fast growth, Chastity became more concerned with the destabilising effects the Tarot would have, because the world now had to balance against three groups of forces (the Sins, the Virtues, and the Tarot). But because Justice and Empress were reborn anew in the world, it was very likely that they had become a part of it. Removing the Tarot would potentially remove a support from the world.
Fortune took the fact that she was replaced very badly, sparking a fight with Lust, and a separation formed between them for the next number of years.
After quite a number of years, the Tarot completed their ranks and recruited personifications of all the Major Arcana. Whether the Empress had the ability to recruit Forces as Minor Arcana remains unknown.
It's also unclear whether the Empress already possessed a list of the roles corresponding to the Major Arcana Tarot cards, or whether she invented the roles of "The Fool", "The Chariot" and so forth as she went along. A potential clue is given in the Uprising chapter, when Fortune/Pride calls Strength a "bastardization of the Tarot", perhaps indicating that the role of Strength had always existed and she considers him unworthy of it.