What I would really like to know is whether the content of Planescape: Torment is canonical. Of course, even if the game's content is canon material the information about Bigby is not in the game proper and probably invalidates the concept, but what do you think about Bigby being an eternal planeswalker? Do you like the idea?
1. The Wikipedia entry states that, "Bigby is an archmage and a scion of the Aerdi House Cranden. Sir Oslan Knarren is one of his ancestors." If that's true, he would have been the first incarnation of the Nameless one (the one that made the pact with Ravel) because otherwise he would've been a grown adult with a few strange scars who maybe was adopted but certainly not have any known ancestors. Additionally if he would have been the first incarnation he would have done something extremely terrible because atoning was the reason he became immortal.
2. I'm not sure when Bigby was active, but I think it could maybe overlap with times we know from the game.
I would like the idea that the Nameless One was some great NPC before but for that he would need a matching story, and I don't think Bigby qualifies for that. And the Nameless One is no eternal planeswalker anymore. He's now just another soul fighting in the blood war.
What I would really like to know is whether the content of Planescape: Torment is canonical.
Although its creators knew Planescape backwards and forwards, Torment's take on Greyhawk lore is suspect. The game also claims that Lum the Mad was buried alive by his rebellious followers; actually he was sucked through a portal to Limbo, according to the Vortex of Madness accessory (which is itself somewhat suspect, but this fits other sources). The ancient tyrant who was buried alive is Halmadar the Cruel, one of the possessors of the Hand and Eye of Vecna.
Torment isn't even canonical for Planescape. It's an excellent game and parts of it deserve to be canonical, but they aren't. One notable contradiction is that in the game (which is set in the 127th year of the reign of Factol Hashkar, the same year as The Factol's Manifesto) the githzerai city of Shra'kt'lor has been destroyed for some time (since the time of the evil incarnation of the Nameless One who manipulated Dak'kon), while in Planescape it's very much still around (according to Planes of Chaos; however, it's notable that Shr'akt'lor is never mentioned in D&D again after that point, replaced by the monastic settlement of Zerthadlun in contemporary materials, so who knows? Maybe someone at WotC is assuming that everything in Torment happened, which would be fine with me).
One fact of note is that there is a statue of Bigby in Sigil, the City of Doors (according to In the Cage: A Guide to Sigil). The Hall of Records, where the Fated held sway, was once known as Bigby's College, hundreds of years ago (according to The Factol's Manifesto).
Anyway, there is quite a lot of canonical info on Bigby in various Greyhawk materials, and they really don't support the idea of him being an immortal planewalker. You can see it summarized on this wiki page. Bigby was born in the town of Oldridge in the Great Kingdom of Aerdy on the world of Oerth in 534 CY, around sixty-odd years ago (making him too young to be the Bigby associated with Bigby's College in Sigil, let alone the Nameless One). Bigby is descended from the Aerdi noble house of Cranden, a descendant of the death knight Oslan Knarren (who had children before he became a death knight, presumedly). He's also a distant relative of Mordenkainen, who is related to the same noble house.
Bigby was originally a player character played by Gary Gygax. He was an apprentice of Gygax's older character, Mordenkainen.
The Nameless One is many centuries old, probably eons old. He was around when the Prime Ward in Sigil became known as the Lower Ward thanks to the Shadow-Sorcelled Key opening lower planar portals throughout it (and this was the Nameless One's fault). He likely makes ancient figures like Vecna look like a small child in comparison. I still have a soft spot for the theory that the Nameless One was originally Zerthimon, the man responsible for the eternal war between the githyanki and githzerai long before those races evolved into their current appearances.
As far as Bigby's tomb in Complete Mage goes, Bigby has died before. Most notably, he was dead for some time after being slain by Halmadar the Cruel, who he accidentally awoke from his tomb with the other members of the Circle of Eight (except Mordenkainen, who remained behind). There was a scenario in Treasures of Greyhawk where the player characters are asked to explore Bigby's house after his death; they find a clone there, which is later used to revive the mage. But Bigby is said in Complete Mage to have built his tomb while he was still alive, so it would presumedly have existed as early as then.
Classic D&D game designer Frank Mentzer wrote a tournament module in 1984 called R6, Bigby's Tomb. It was later published in Polyhedron #20, and retitled "The 384th Incarnation of Bigby's Tomb." From all reports this adventure had nothing in particular to do with Greyhawk's Bigby.
There may be another Bigby who was an incarnation of the Nameless One and founded a university in Sigil, but I don't think it's possible that this is the Bigby of Oldridge responsible for the Bigby's Hand spells. I don't think it's Bigby Wolf of the Fables comics either.