The wikipedia page does not make any mention of them. I'm playing it and haven't yet heard any mention of who they are.
Based on the sub-titles of the games, Darksiders seem to be the horsemen themselves and the game is the telling of each darksider's, aka horsemen's, tale. The original game's full title is Darksiders: Wrath of War as described by the wiki page. The second game is known as Darksiders II: Death Lives as described by the trailer video. It also fits the description of the horsemen race of Nephilim as stated by the wikia.
I interpret their name to describe their exile from the Light.