The Milesians were an ancient Hellenic peoples, inhabitants of the Anatolian city of Miletus, now part of Turkey. Their influence extended across the region, via their exercise of seafaring power.
Thales, Anaximander, and Anaximenes were all philospophers arising out of this civilization, and so are, as well, sometimes collectively referenced as "The Milesians." They were identified by Francis Edward Peters, perhaps the preeminent Professor of Middle Eastern and Islamic Studies and History at New York University, as the originators of the idea of pandeism (contrasting their insights against the view of the psyche in the Pythagorean tradition), also known for being pioneers of pantheism.
Sometimes named as the father of philosophy, Thales was claimed to have proposed that all things were simply reorganisations of the same fundamental type of thing -- water. No writings of Thales survive, but he was succeeded by Anaximander, who at least left fragments showing that he followed that conception -- extending them to the insistence that scientific principles could demonstrate the basis of matter in an undefined "apeiron." Friedrich Nietzsche spoke of Anaximander viewing "...all coming-to-be as though it were an illegitimate emancipation from eternal being, a wrong for which destruction is the only penance."
Anaximander's student Anaximenes, third to come amongst this trio, placed the fundamental substance as air, characterising at as an intermediate form between water and fire, based on the observation of air condensing into mist, supposed by him to give way to further condensation into water, then into mud, soil, and stone; Heraclitus of Ephesus, though not a Milesian, followed this line of reasoning as well, concluding that all was fire. His break with the Milesians was in the determination that there was no real stability, but rather that all was in chaos, in flux, eternally.