The escutcheon of the original Circle of Eight was an eight ball, according to Greg Scott in this post on the Doomsday message boards, back in 2007.
Although the composition of the Circle of Eight changed over time, Gygax later confirmed that its original members were his personal characters from Kuntz's campaign:
...the original CoE was composed of my PCs--Mordenkainen, Bigby, Yrag, Rigby, Felnorith, Zigbie, Vram & Vin...
It came into being because Mordenkainen and Associates had a lot of wealth stored up from successful adventuring, located a place for a stronghold deep in enemy territory to assure plenty of action, and then went to work building the citadel. As there was an small army of dwarves associated with the larger, mounted field army, the building project went relatively quickly, about three game years to complete. While it was in progress, the "boys" were active in raiding the lands around to keep the enemy forces back on their heels.
Gary Gygax, En World, Nov 1, 2003
He discussed his characters' origins, in "What's in a Name? Call it Whatever, But it Still Smells Sweet" published in Dragon #318 (Apr, 2004).
Gygax also recounted their previous exploits, such as Yrag's quest for a horn of blasting in "Remember the Mission!" published in Dragon #304 (Feb, 2003).
Another tale involved Mordenkinen's use of a red dragon, to dupe a band of would-be river pirates, in "Robbing from the Really Rich" published in Dragon #299 (Sept, 2002).
The Obsidian Citadel:
Gygax gave additional details regarding the group's stronghold, the Obsidian Citadel, in a post on the En World Q&A thread:
The Obsidian Citadel was indeed my personal creation as a player. The eight (actually nine) main PCs of mine that occupied it were Mordenkainen, Bigby, Yrag, Rigby, Vram & Vin, Zigby, Felnorith, and Nigby. It was an octagonal castle with eight wall towers and a central keep with much space between the outer wall and the inner works because of the number of troops housed in this fortress.
Gary Gygax, En World, Mar 26, 2004
Kuntz shares details on the group, here:
“Circle of “Eight”/The Gygaxian “Golden Horde” (EGG; and as DMed by Kuntz). EGG took this group’s insignia from the “Magic 8-Ball” fortune-telling device so popular back in the day; he patterned the Circle (and the moniker I attached to them) after the Mongols and Genghis Khan.
Robert Kuntz, Lord of the Green Dragons, Oct 24, 2010
Kuntz provides more context, in this post:
Gary was very much interested in building his own army based around what he would soon name the Circle of Eight. Later on this now legendary edifice--built about its members and their forces, and then collectively known as the Golden Horde--was to be located on the original outdoor environs map. Because of his overriding desire to build an army, there came into being his rash of NPCs. This nucleus ensured that he would have the muscle and leadership needed for continuing to build and control his imagined future forces.
Robert Kuntz, Lake Geneva Original RPG Campaign, Apr 6, 2013
The Circle of Eight:
Yrag, a fighting-man, was Gygax's first character, as recounted by Kuntz, here.
Gary started in the "mists" when rolling his first PC, Yrag. And what I mean by “mists” is that I started him near the precincts of in a small, unnamed village. There was no background for his character and he merely used the village as a starting and stopping point to resupply from. As Gary was more concerned about adventuring, and as I concurred with that notion, many details were foreshortened or dropped altogether.
Robert Kuntz, Lake Geneva Original RPG Campaign, Apr 6, 2013
Mordenkinen, a magic-user, was Gygax's second character (the spelling of his name was later changed to "Mordenkainen"). Jon Peterson recently shared Mordenkinen's original ability scores, dating from early July, 1974, in a post on his blog, here.
Felnorith, another fighting-man, was created to serve as Yrag's "sidekick", according to Gygax, in his article from Dragon #318.
Vram and Vin, elven fighter/magic-users, were created next, in order to accompany Mordenkinen, according to the same article. The twins shared one of the eight towers of the Obsidian Citadel.
Bigby, a magic-user, was originally an NPC run by Kuntz. The tale is recounted by Greg Scott, in another post on the Doomsday message boards, here.
Bigby first appeared as an evil magic-user dwelling on the second level of Rob Kuntz’s El Raja Key dungeon. Mordenkainen encountered him there, and quickly subdued him with a charm person spell. Mordenkainen treated the ensnared magic-user fairly, and when the charm ended, he decided to stay on his own free will, becoming Mordenkainen’s first apprentice. His new mentor’s influence also resulted in Bigby becoming neutral.
Greg Scott, Doomsday Message Boards, Mar 26, 2004
Zigby, a dwarf, was originally recruited as another NPC.
It took me five years to work my dwarf fighter, Zigby, to his level limit. He didn't go on all that many adventures as my single PC, but he was there getting half experience on many a big-time foray with Mordenkainen and/or Bigby and the rest.
Gary Gygax, En World, Feb 27, 2005
Rigby, a cleric, was at one time rechristened Raunalf. He was likewise recruited as a NPC, and was a follower of the deity Boccob, a god of magic, according to Gygax, here.
Nigby, a magic-user, was originally Bigby's apprentice.
Additional characters run by Gygax who also became members of the Circle of Eight include Sigby Grigbison, a NPC fighter, and Digby, another magic-user, apprentice to Mordenkinen.
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