Oh, definitely, but most of the others were called to the world much later; (Mal is the first void thing in this world, then Kog, then Kassie, then Cho, Kha and Velks in that order. Rek'Sai's date of emergence is unclear, but she may actually be the first (she was active before Shurima's fall). Most of the void creatures (Kha, Velks, Kassie, Mal, probably Rek'Sai) wandered in through random portals on their own before being enlisted into the League. Cho'Gath was deliberately summoned, and Kog'Maw's lore loosely implies that he was, as well, by the people of ancient Icathia. If I was forced to justify his title (which I don't like, by the way), I would say that the people of Icathia (the first to summon him) called what we call the Void The Abyss, and so their name for it carried over into his title.