Did the forsaken exist before Wrath Of The Lich King?

The Forsaken first appeared in Warcraft 3: The Frozen Throne Expansion, which lore-wise happened before World of Warcraft.

Nerzhul, the first Lich King

The first Lich King was the spirit of the Orc Shaman Ner'zhul, having failed the Burning Legion, he was tortured and remade into the Lich King (bound to a suit of armour, frozen inside a block of ice) and tasked with creating an undead army (called the Scourge) to weaken Azeroth to make the next invasion easier for the Burning Legion.

Arthas, obsessive prince to undead general.

One plot involved the corruption of Prince Arthas Lordaeron into a Death Knight as the champion of the Lich King, which resulted in Lordaeron's population being killed and raised as enslaved undead under the control of the Lich King. These newer undead were not mindless, like the early Scourge, retaining the skills they had while alive (magic, weapon skills etc), but forced into obedience by the power of the Lich King.

One notable undead was Sylvanas Windrunner, the Ranger-General of Silvermoon, raised in petty revenge by Arthas for delaying his invasion of Silvermoon.

The fading of the Lich King's power and the rise of the Forsaken.

Due to some infighting between the Lich King and his demonic jailors, the Lich King began to lose his power, and control of the undead, while Arthas and those who willingly served the Lich King raced to try and save the Lich King, many of the former citizens of Lordaeron (and others) regained their free will, these freed undead are the Forsaken, under the leadership of Sylvanas, they defeated the dreadlords and took over the former kingdom of Lordaeron much to the displeasure of their living neighbours.

Arthas, the new Lich King

While Arthas was successful in saving the Lich King, (by merging with Ner'zhul to become the new and far more powerful Lich King), he was not able to re-establish control of the Forsaken. The Scourge, however remained under his control, but the new Lich king remained apparently inert, with Arthas, Ner'zhul and Arthas's remaining humanity trying to become the dominant personality.