Him, according to ThE MAnY Ey35, is the leader of The Many. He doesn't exist in the sense he has a physical form, but he still exists. It's a hard concept to wrap your mind around. Him is the very thought process of the entirety of The Many. 

Him is nothing more than a thought, an idea, he simply exists through there. There is no physical form to destroy. In order to destroy Him, the whole of The Many must be killed, as well as The Berserkers. With all of them gone, the dimension must be sealed away at once to keep Him from returning.

There is more information we have yet to hear on Him. This page will be updated when more is found.