Yu Yevon is worshiped as a deity of the Yevonite religion in the world of Spira in Final Fantasy X. He was once the ruler of Zanarkand during the war with the Machina city of Bevelle. Seeing how his people were faced with impossible odds and doomed to perish, he wished to preserve the memory of his home after its destruction.
Yevon told all of his people to go to Mt.Gagazet, where he turned them all into fayth for his summoning of Dream Zanarkand; a city he placed far out in the ocean away from the mainland of Spira so that it would not be disturbed. He also created Sin out of pyreflies as means to pretect himself while he made his perpetual summon.
This process over hundreds of years eventually corrupted Yu Yevon and his purpose of continuing the Summoning at all costs degraded his humanity. Sin was set on a sort of automation where it would destroy all settlements with anything approaching the technology to find Dream Zanarkand.
In the game's present, the world of Spira has regressed to a much more rural less developed society where machina are outlawed because of the belief that they caused Sin's existence. The Yevonite religion has also since adopted a ritual pilgrimage in which a chosen summoner and his or her companions must undertake in order to defeat Sin with the Final Summoning. Each time Sin is defeated, the world experiences a period known as the Calm. What the chosen summoner doesn't know about the Final Summoning, however, is that the destruction of one Sin gives birth to another and once again merge with Yu Yevon. The fayth that becomes the Final Summoning is then trapped in Sin until the new Sin is destroyed.
In the opening minutes of Final Fantasy X, Sin attacks Dream Zanarkand, transporting Tidus to the Spiran mainland, where he meets the summoner Yuna and her companions as they prepare to embark on the pilgrimage to obtain the Final Summoning and bring the Calm once more. However, as they journey, they discover the corruption in the ranks of the Yevonite Meisters and the true nature of both Sin and the supposed god, Yu Yevon. Upon learning this truth, the party not only fights and defeats Sin, freeing Tidus's father Jecht, but take on Yu Yevon himself at the end of the game. In defeating Yu Yevon, the threat of Sin is eliminated forever, leading Spira into the Eternal Calm.
Yu Yevon is the father of Lady Yunalesca, for whom Yuna is named. Yunalesca's role in the pilgrimage is to provide the summoner with the means to defeat Sin and give the party information on Yu Yevon. She explains Yu Yevon's importance to Spira and why she believes he must exist eternally for Sin and the cycle of death to continue.