The three we show in the art are ones Magic has done before: Loxodon (elephants), Rhox (rhinos), and Aven (birds)
Later on your turn once you've done some life loss to your foes (which is mega-easy, and note that the Theater has that as a built-in trigger), then you'll be set and you can play any of the cards you exiled, even ones previously
Paying 2 life to have them come in untapped helps you to stay on curve, and in decks like Death's Shadow, that life loss is actually a bonus
these are to life loss what damage doublers like Solphim, Mayhem Dominus are to burn
The Balrog of Moria The Balrog of Moria is just a big commander that hits hard and fast
His mechanic also depicts the entire concept of Advantage Rolls in Dungeons & Dragons, but unfortunately, we don't see him doing any Eldritch Blasts or Arms of Hadar, but you just can't get everything you want these days