The game literally has you answer those questions as part of the character creation process. You can pick your nationality and social status, and one of the opening dialogues even has you pick what it was you came to the Dyrwood for, and why you left your home. You can be a pirate who got chased out of the Deadfire by a rival captain, or just a bored Aedyr upper-class man looking for a change of pace. You can be looking for fame and fortune or just a quiet place to settle down.