During the time of the Old Gods, elementals inhabited much of this world. They worshipped the Old Gods, and the Gods, through their power, kept the elementals bound to this world. When the Old Gods were banished, the elementals faded from our world and now only return at the bidding of powerful mages.
There are exceptions though. Some elementals were powerful enough to remain here on their own. One such elemental is Rok'Alim.
To test your strength, find Rok'Alim in Thousand Needles and slay him.