Players are implied to be from outside of Eorzea entirely (or at least returning from an extended journey abroad), and have come (or returned) to Eorzea for reasons the player may define in the opening.
Those who started in 1.0 witnessed a star shower and met an Archon of the Circle of Knowing and were then gifted with the Echo and became entwined with the war with Garlemald. An Eorzean adventurer from one of three city states.