I talk to the DM about the setting and based on its characteristics, I develop my character to make me, as a player, feel "comfortable" while roleplaying it.

I try to craft the character to have the background and abilities of someone who actually survived in that place/society but did not stick out like a sore thumb, whether by being just one more in the crowd or just making others think that it is. Then I diverge from this baseline as the play dictates.