Emergence Day or E-Day as it is commonly called in Gears of War happened on the 79th day of the year 14AE. It is when the Locusts came out from underground and began an organized surprised attack on the cities across Sera. E-Day lead to massive casualties for humanity, in 26 hours, 25%, of the human population had been killed. Up until that point the general population were unaware of the Locust, though there was some rumblings of something going on. Leading up to the attack there were reports of miners disappearing or encountering strange things underground, but these were often dismissed.
The Coalition of Ordered Governments (COG) were caught off guard, like the general public. Once the initial shock subsided, the COG mobilized its military forces and deployed troops to try and repel the Locust attack. They also setup emergency evacuations and defensive perimeters.
Adam Fenix came across the Locusts accidentally due to his research on Imulsion. He was one of the first to know about them and tried his best to prevent E-Day, but despite his best efforts, he failed to prevent it. He was taken captive and believed to have died during the invasion, though it would be discovered that he was alive in captivity. His research before E-day was important to defeating the Locusts and while in captivity he learned of their motivations and about their biology. Adam’s son Marcus is a COG soldier and the main protagonist of the series.
Marcus’ whereabouts E-Day are vague and will probably be covered more in Gears of War: E-Day, but as of now we know that he was a high ranking officer in the COG army and he was teamed with Dominic Santiago to protect people in the Kalona District.