They are inhabitants of "Robot Kingdom", so they are presumably robots.
Here's what Saga creator had to say (Source: 'Saga': Brian K. Vaughan and Fiona Staples Bring a Stellar Sci-Fi Comic Into the World [Interview] - Mar 14th 2012 By: David Uzumeri)
CA: I love the robot people with television heads, and honestly, the sex scene in the first issue made me laugh out loud. Where'd the 1950s antiquated look of these guys come from and how do they fit into the societal picture of Wreath and Landfall? Are there any particular fantasy stories that influenced your work?
BKV: Thank you! I don't know, I've been fascinated with old televisions ever since I started writing for TV, so I'm sure that had something to do with it. I'm not terribly well versed in fantasy, so I'm mostly influenced by my own weird fetishes and observations about the real world.
Though it's not exactly analogous, I suppose the Robot Kingdom's relationship to Landfall is almost as weird as the United States' current relationship with Saudi Arabia.
Regardless, that sex scene is actually vitally important to our larger story, so I'm grateful that Fiona was deranged enough to show our bluebloods in their (mostly) anatomically correct splendor.
As of right now, there's no information on what kind of robots they are, but one can speculate that, given the general "parenting" angle of the comic discussed by the creator, we might eventually see a Robot baby resulting from this?