When the Brothers Peverell received their gifts from Death, it was without the knowledge that these gifts were created with the purpose of bringing Them back to Him.
It was no coincidence that the First Brother lost his life soon after receiving his gift. For the First Brother was arrogant, desiring to be equal to Death in power. But the First Brother did not understand that true power must come from within and that the wand must match this innate potential. The first brother was clever and cunning, but he was impotent compared to the power with which the Wand of elder wood was impregnated, and so the Wand ever searched for a stronger master. The wand poisoned the mind of the First Brother with reckless arrogance and delusions of grandeur; of omnipotence and invincibility as it drove the First Brother to battle again and again as the Wand searched for a stronger wielder.
All Wizards could feel the pulse of power that the Wand released as it called for the strongest among them, though they could not see from whence the call originated. Many submitted to the First Brother, believing him to truly be the most powerful wizard of his time, as he thought of himself, but those with more power than the First Brother were enticed to challenge him, as the wand desired the First Brother's death so it may have a more worthy master. These adversaries were felled by the First Brother, as he was skilled, even if he was not their equal in potential. Still, the magic of the wand poisoned his mind, enhancing the arrogance with which the First Brother made his demand of Death, and, as Death intended, it was this very arrogance that betrayed the First Brother in the end.
The delusions that he could not be bested caused the First Brother to forgo defence and leave himself ever unguarded even as he invited adversaries to try to best him. Another wizard heard such boasting, and, not intimidated by his power but rather incised to take his place, the wizard stole the Elder Wand while the First Brother slept, and slit his throat so that he may not be challenged as the most powerful wizard of the time.
And so, Death claimed the First Brother, and the Wand cycled through wielders in this way as it searched in vain for a master powerful enough to truly be worthy of it. For the Wand was made, as the First Brother commanded, to be equal in power to Death himself, and so only Death may truly wield it.
All those arrogant enough, as the First Brother had been, to try to put themselves on a level with Death shall too meet this end. And so they did.
It was no coincidence that Second Brother, too, met his end, despite being blessed, as he was, by Death. For the Second Brother was so irreverent that he wished to make Death itself of no consequence. But the Second Brother did not understand that Death was as indomitable as it was immutable, and no magic could stop or reverse it; not for-ever.
The Stone given to the Second Brother by Death was more patient than was the Elder Wand, as the Stone could not call out to others to do its bidding like the Wand. Instead, the Stone used its powers not to blind the Second Brother to Death, but to seduce him with It.
The Second Brother used the stone to call forth the spectre of his long-dead beloved, but, as the Wand did not truly have the power to make its wielder stronger than they were, neither did the Stone have the power to reverse a spirit through the Veil of Death. Rather, it drew on the mind of the Second Brother to conjure an image of the Dead, as they were remembered, and it was with this much-loved face that the Stone spoke to the Second Brother.
It taught the Second Brother that Death could not be reversed, even though magic, and although he could see his lover's face and hear her voice, she could not join him in the living world. But the Second Brother so longed for his lover that the Stone soon drove him to addiction, and the desire he had to be with her overpowered all others. All his time, he spent with her, and though he tried to live his life so that he could believe she was with him in it, she beckoned him that if only he joined her on the other side, she could hold him in her arms once more, and they could truly be together.
Over time, the Stone so wore him down that the Second Brother forgot his ambitions and could tolerate no company but his beloved. His life began to revolve around his departed lover and nothing else until eventually nothing in the living world could tempt him to remain one second longer.
And so, Death claimed the Second Brother who surrendered himself, as shamed and degraded as he once sought to make Death.
The Stone fell into obscurity, its powers concealed from common knowledge, but any who may know the Stone for what it is and who may seek to use it to change the nature of Death in this world shall feel its call stronger than any others until they, too, meet this end. And so they did.
The gift given the Third Brother, though, was different, for it was Death's own cloak, not one custom made with Death's intent. The Cloak was made for Death himself, and so had no need to call its wearer to the other world. And so it was that the Third Brother evaded Death's grasp until his life was at its natural end, for the Cloak could not influence the Third Brother to an end it could not also grant Death.
The Deathly Hallows, as the gifts were called after they had fallen into legend, could only influence their users with the abilities for which they were made, and there were none who held the Cloak who wished to be as unseen and inconsequential as the Dead. No matter how the Cloak tempted wizards with its power, none used it to become as Death, and so the vicious artefact could not fulfil its purpose with the Third Son, who alone was the only of the Three Peverells to truly best Death.
Death got his revenge on the Third Brother, however, after he had passed through the veil, in the form of the Third Brother's Son.
For the Cloak was made for Death, and only to Death himself were the benefits of its powers made clear and desirable. Though none who have held the Cloak since it left Death's back have desired to Usurp him, as did the elder two of the Brothers Peverell, the true potential of the Cloak was seen when, many decades after the Third Brother departed this world, his Son collected all the Deathly Hallows together under his own care to become, however unintentionally, the Master of Death. And the Master of Death was as Death, and so finally the Cloak had its Master, as well.
The Master of Death, who was as Death, began to feel uncomfortable under the eyes of the living. Though he had used the Cloak for many years to achieve his own ends, now, as never before, the peace of invisibility that the Cloak granted him became an end in itself. The Son began to feel as Death, who was as the Dead until he soon forgot that he was of the living world at all. The Son forgot how it felt to be gazed upon, and he forgot his worldly discomforts for the Dead cannot feel.
And so it was that Death claimed the Son of the Third Brother, who, although he was Master of Death, chose to pass through the veil in peace, for he could no longer tell the difference between the worlds of the Living and the Dead.
The Brothers Peverell and their heirs did not truly understand that Death cannot be tricked or circumvented. They did not understand that the gifts He bestowed upon Them, though they seemed to work against Him, would bring their Masters to His feet in due time, and that those who would be as Death cannot avoid Him, for He is himself as the Dead, and so too shall they be.
And so they were.