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Before the Blocks
Before Magic the Gathering's sets were released in block format, they were released as stand-alone sets with a heavy influence of earthly mythology and culture. Everything from 1,001 Nights to vampire mythology was adapted for the tentative backstory, most of which has been left behind for future Magic the Gathering Card Sets. Only once the Ice Age began did the game's overall plot start taking a turn for the original instead of the adaptive.
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Early Magic the Gathering cards came, not in blocks, but in slightly related sets. Before the creators decided that they wanted to explore other worlds in the Multiverse, with one plane per block, these expansion sets ruled the day. They tend to take a path much less original than current sets like Lorwyn or Zendikar or Mirrodin, and instead focus on more earthly mythology, like Arabian Nights and various local myths. These sets are pre-block sets.
Arabian Nights - Based, obviously enough, on 1,001 Nights, this set included a lot of Alladin references and other arabian figures. It is one of the few sets to not technically have rare cards, though some of it's uncommons are essentially considered rares. It also introduced the abilities that would become Lifelink, Exile, and Cumulative Upkeep, among others. Interestingly, rather than being printed with other lands, Mountain was listed as a common and thus was printed much more often. It's set symbol is a Scimitar.
Antiquities - The first set of Magic to have it's own storyline, Antiquities was set on the plane of Dominaria and centers around the brother artificers, Urza and Mishra. It marks the first time a land could turn into a creature, and also includes the Urzatron: three lands that when combined can add a total of seven mana to your mana pool. It's set symbol is an anvil.
Legends - This was the third expansion set, and the first to be sold in booster packs of fifteen cards, where all previous sets had been sold in packs of eight. Interestingly, the storyline for the set was not created until many years later, when the books were published. Legends was the first set to introduce Legendary creatures, gold cards, the Rampage mechanic, and the Banding mechanic. It also includes one of the worst cards printed, the Wood Elemental. It's set symbol is the cap of a column.
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More Pre-Block Sets
The Dark - The first set that continued the story of a previous set, the Dark followed the plot of Antiquities, including the Brother's War between Urza and Mishra. It had a dark and sacrificial theme to it, though it didn't add any new keyword abilities. It did however introduce the concept of sacrificing permanents, a staple of later Magic, as well as tribal effects. Like one of the previous editions, it contains no Rare cards, though several of it's uncommons are typically regarded as rares. The Dark was the first printing of the iconic red card Ball Lightning. It's set symbol is the eclipsed moon.
Fallen Empires - Fallen Empires as a set contained several cards with two different versions, functionally identical but with different art. The story takes place on Sarpadia after the Brother's War, and deals with various races as they try to cope with the cooling weather and the coming ice age. Fallen Empires introduced creature Tokens, and expanded on the tribal mechanics. It also has a somewhat unique aspect of tribes of the same color making war on each other, rather than war on other colors. It's set symbol is a crown.
Homelands - Originally considered to be the missing third set in the Ice Age block, it was relegated to off-block status with the addition of Coldsnap. Often considered one of the worst sets of all time, Homelands contains a high number of underpowered cards. It's story took place on Ulgrotha, a plane wracked by an ancient war wherein a certain person named Feroz placed a ban over the plane to keep outsiders out. It's set symbol is the globe map of Ulgrotha.
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Ice Age Block
The Ice Age block was the first actual "block" of Magic the Gathering sets, linked together by a common theme, that of the ice age created by the Brother's War. Initially it only had two sets, Ice Age and Alliances, with Homelands being considered the third set. Then in 2006, ten years after the release of Alliances, Coldsnap was released as a third set for the block.
Ice Age - Released in 1995, it describes the plane of Dominaria in perpetual winter, due to the ice age. This set debuted the concept of snow permanents, and special snow lands to interact with them. It's also the first appearance of mono-colored legendary creatures. Ice Age is also the first major appearance of cooperation between allied colors. Perhaps the most famous of cards from the set is Necropotence. Ice Age's symbol is a snowflake.
Alliances - Released 8 months after Homelands, Alliances represents the longest gap between sets in MtG history. It follows the events after Ice Age, where a planeswalker used her magic to end the endless winter and spring began to erupt. It was also the final set to have identical cards with differing artwork. It debuted the concept of Pitch Cards, where you can play a card without paying mana for it as long as you remove a card in your hand from the game. The most famous of these is Force of Will. Alliance's symbol is a flag.
Coldsnap - Coldsnap was released ten years after Alliances, and was labeled the final set in the Ice Age block. It brought back snow permanents, as well as introducing two new keywords. Ripple, which has a player reveal the top four cards of their library when they cast a ripple spell and play for free any spell that shares the name. Second was Recover, which is a cost on a card that triggers when a creature is put into the graveyard on top of that card, allowing the player to pay the cost and return the card to their hand. It tweaks Cumulative Upkeep as well, adding benefits or penalties to paying or not paying the upkeep cost.Coldsnap's symbol is an icicle.
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The Mirage block came out in late 1996 and 1997, the block follows a new plane and a new planeswalker, modeled on Africa. This story mainly lasted for the first two blocks in the set, with the third beginning a long storyline that lasted most of Magic's history.
Mirage - Mirage introduced a number of concepts the Magic, some which have stuck around, others which haven't. It introduced Charms, which were spells with multiple effects, of which you choose one. It had several enchantments which could be played as instants, but only lasted for a turn if so. It introduced Flanking, in which a creature without flanking blocking a creature with flanking gets -1/-1 until end of turn. It also introduced Phasing, in which a permanent would alternate either coming in or leaving play each turn. This represents in game terms the planeswalker Teferi's experiments with time.Mirage's symbol is a palm tree.
Visions - Once known as Mirage Jr., Visions was a set of cards removed from Mirage during it's development due to the original set becoming too large to print. Visions was also the last set to include a creature with Poison, an alternate win condition that is only now being brought back in Scars of Mirrodin. It coupled Phasing with comes-into-play or leaves-play abilities, making it more powerful. It also debuted the Karoo lands, which bounced a land back into your hand and came into play tapped, but gave you an extra mana the next turn. These lands were improved in the Ravnica block. Vision's symbol is the triangle of war.
Weatherlight - This set began the tale of Sisay, Rath, the Phyrexians, the Legacy Weapon, and many other key concepts and characters that have come to be important figures in Magic the Gathering. The plotline started here continued until Apocalypse in 2001, and even now still has effects on the game; Karn, the silver golem from this series of blocks, created the world Mirrodin, which is being invaded by the Phyrexians in the current Scars of Mirrodin block. Weatherlight as a set was the last set to use Banding, and the first to make heavy use of graveyard recursion. It also seemed to be a separate block set, as it had little to do with Mirage and Visions, having less than five cards with Flanking or Phasing. Weatherlight's symbol is a book.