The protists belong to the kingdom Protista that comes under the domain Eukarya. Protists are a very broad group, comprising of various eukaryotes that do not fit into the other kingdoms, like animals, plants, and fungi. The protists were the initial eukaryotes.
They would go on to become the precursors for each of the other eukaryotic kingdoms. By examining protists one can witness the transformation between the single-cell prokaryotes and modern multicellular eukaryotes.