For questions about "The Final Empire", the first trilogy of novels in Brandon Sanderson's Mistborn setting, consisting of Mistborn: The Final Empire, The Well of Ascension, and The Hero of Ages. Always use in conjunction with the [mistborn] and [cosmere] tags.
The original Mistborn trilogy begins with its world, Scadrial, seemingly already suffering the end of times. Ash falls constantly from a series of volcanoes, clouding the sky and clogging the land. Plants and crops are brown and dull; things like bright flowers are unheard of. Nightly, mist comes to blanket everything in a ghostly haze.
In this bleak landscape is a human empire scraping out an existence. A strict segregation keeps the downtrodden and often enslaved peasants, known as skaa, from doing anything other than serving the empire. The ruling lords enjoy wealth and comfort, while scheming for position and using their inherited magic abilities of Allomancy in games of power and espionage. Above them all is the Lord Ruler, an unstoppable physical god whose religion claims he saved the world from absolute destruction.
The hero of the story is Vin, a skaa struggling to survive with (and against) a gang of thieves in the capital city. She is discovered by Kelsier, a legendary thief who survived the mining pits of the Lord Ruler and discovered he is Mistborn, able to ignite all the metal-based Allomancy powers instead of just one. Kelsier finds that Vin is a Mistborn as well, and he is putting together a special thieving crew for a truly insane job - to steal the Final Empire itself and deliver it to rebel skaa, overthrowing the Lord Ruler himself.
For general questions about the setting, please see the mistborn tag.