Ancient Earth

Imagine a world that is blessed (cursed?) never to evolve past the dark ages.
Further, imagine that when a character dies, they are immediately reincarnated into another being anywhere upon the world. If enough effort is spent, they can recall their past life and integrate the two characters, removing the bad from those reincarnated, and keeping the best of both beings. Over time, these will become super beings.
On top of a world filled with war, exploration, the development of science, the foundation and propagation of religions, and magic, there is also the cosmic horror hinted at by H. P. Lovecraft and those who followed him.