Another bit of lore I have noticed is the merchant talks about dirt blocks selling for tons of money in another land, not to mention the clothes you can wear when you create your character kind of gives me a vibe that you as the player was probably sent to Terraria ti explore on some sort of expedition.
We also know the Witch Doctor is not human, he has green skin that is the ssme color as the denizens of the lizahrd.
8n the dungeon there are many skeletons that appear to be various types of warriors. Gunners, wizards, and even paladins. There are also pictures of the underworld, which may suggest that the dungeon was once a kingdom of people looking to fight the demons?
Another thing is you can find paintings of the dryad in the dungeon, the dryad also mentions that she is 500 years old, so she is likely either from the old dungeon kingdom, or merely existed alongside it.
The dungeon also has many weapons that are similar to the magic weapons found in the underworld, however they are water based rather than fire based like the ones in hell.
You find the angler kid passed out on the beach, suggesting he may have been shipwrecked. Other NPCs are attracted to you when you give them a reason to come to terraria. (The merchant comes when you get 50 silver, the arms dealer arrives when you get a gun.) But this does not explain how other NPCs arrive such as when one finds the Stylist underground.
The goblin army attacks the player when you get 240 HP, however one can also occaisionally find a goblin in the wilderness that drops some cloth. This may suggest the goblins are native to terraria.
The cultist is summoned after you interrupt a ritual by cultists who are praising a moonlord idol. After defeating him, the celestial towers and moon lord are summoned. However, the moon lord does not have legs, and you can see it's bones. There are other bosses with simularities to the moon lord such as Skeletron with his head and arms, the eye and brain of cthulhu, this may lead the player to believe that some previous bosses in the game are failed attempts to summon an elder god, and the moon lord was only able to be defeated becsuse you interrupted the ritual, causing the moonlord to not be fully developed when he is summoned.
Upon defeating the 3 mechanical bosses, you get a message saying the jungle becomes restless. Upon getting through the lizahrd you find another mechanoid known as the golem. Perhaps the machine bosses were created by the lizahrd? However the flaw in this theory is that the golem is made of lizahrd stone, while the 3 mechanical bosses are made of some sort if metal alloy.
Upon defesting the wall of flesh, new and more powerful beings are said to be "released" into the world. This may suggest the wall of flesh is possibly a guardian of sorts, but this may not be true as the boss is also referred to as "The Hungry" which suggests it isn't much of a guardian, and more of an allconsuming monster.
Some say the Wall of Flesh is actually the guide due to it only being summoned by dropping a Guide voodoo doll in lava in the underworld, however it may also be that the sacrifice of the guide is merely part of a summoning ritual.
It may be possible the humans of the dungeon are skeletons and undesd because of a curse, the Clothier is cursed and wandering the dungeon and you cannot enter until skeletron is defeated. Perhaps all of the dungeons people are cursed, but this is just theory.
The Dryad regularly implores you to cleanse the world of corruption or crimson, both of which are a taint that corrupts the world.
Interestingly enough, the crimson version of shadow orbs are called "DEMON hearts." If one equips the rocket boots with the Shadow armor, purple particles are emitted. Demons in the underworld wield scythes with the same purple shadow particles, and a shadow trident with the same particles can also be found in the underworld.
The connection with the dryad paintings in the dungeon and pictures of hell may show that the humans of terraria opposed the demons, and a correlation between demons and the corruption/crimson may show that the alliance with the dungeon and the dryad were because they shared a common enemy, demons and the corruption that was connected to the demons.
Paladins are typically holy knights, which suggests they oppose demonic things, therefore further supporting the theory that the dungeon was in a sort of conflict with the dungeon.
The relationship between the lizahrd, goblins, and the desert tribes (as suggested to exist by the presence of pyramids buried in the desert biome) in relation to the dungeon snd dryad is unknown.
The guide may or may not be also native to terraria, seeing as he seems to know much about terraria and tells the player what to do next.
The arms dealer also mentions to the player the existence of the guide voodoo doll, saying he would like to shoot the doll. However, he claims he "heard" about the doll, proving he does not already know like the guide does.
The merchsnt also fortells of the coming of the eye of cthulhu, however this may be due to the psychic effects of the elder gods (the moon lord). These psychic effects are proven to be real during the celestial towers event as every tower you destroy affects the player psychologically as proven by the messages that appear when each tower is defeated.
So there may possibly be an official lore, and these are all details I have noticed throughout my 700 hours of play time.