I have been watching this game with great interest.

I have never played in this universe before though. Where could I go to find some resources about the world and the lore?

In particular the heroes seem to be very specific, are they involved in the lore like the characters from Warmachine/Hordes?

There are not many really good resources out there, but here are a few:

The Collected Histories of Terrinoth

Terrinoth Wikia

List of all Games set in the Universe

A lore book is expected around the release so that will be a huge help.