The Nephilim (somewhat different spelling from that used in the series) are mentioned only briefly in the Biblical book of Genesis, and in more detail in several Apocryphal books including The Book of Enoch and The Secrets of Enoch. In those texts, the Watchers are a troop of angels tasked with watching over and protecting Mankind. They become infatuated with mortal women, descend to Earth and have their way with them, spawning a race of gigantic monsters, the Nephilim. For the sin of lust, the Watchers are banished from Heaven and are condemned to roam the Earth for eternity. Out of revenge, they teach Mankind the arts of magic and warfare. Their leader is sometimes called "Azazel" or "Azaziel".
In an interview for Sky, Christina Cole said she was a bit startled by her nude shower scene in episode two. Although the scene was shot nude, her back was to the camera most of the time and she believed she was being shot from the shoulders up. Apparently members of her family were not amused.