This is my favorite RPG character I've had to date, likely due to the ungodly number of Skyrim hours I've spent with him. I've got a pretty fully fleshed out back story. This may be a bit long so I'll break it into 2 parts, the time before the intro scene en-route to Helgen and the time after...
This is Kasai Raido. His name translates as "fire (more accurately, 'inferno') rider"
At the start of the Skyrim storyline he is a 20-year old Redguard from the island of Stros M'kai in Hammerfell. He was the firstborn son of storied privateer father, Shinji Raido, and an skilled Altmer mystic mother, Kena Stormbinder who was a covert dissident against the Thalmor. Kasai learned from Quarnir during the Eye of Magnus incident in Winterhold that his mother had been a counselor from the Order to his father working to subvert the Dominion.
His father was a highly skilled swordsman who spent much of his time at sea leading raids on Thalmor supply lines in and out of Hammerfell and the empire controlled territories. When not being a royal pain for the Thalmor, Shinji could be found practicing the art of swordsmanship. In the loot picked up in one raid, Shinji discovered a 1E scroll that was a copy of "the Book of Circles" the ancient work of Yokundan/Redguard hero, Frandar Hunding which was an epic teaching many sword techniques and explaining the old Ansei Warrior "Shehai" master technique where the warrior learns to manifest a spirit sword using energy from their own soul that is far more powerful than even the most expertly crafted physical weapon. He studied the old Ansei teachings and had some success with learning shehai, but never fully could master it. Kasai learned much from his father and through relentless meditation and self-study, he later (after Helgen scene time-wise) mastered the shehai technique his father was never able to fully achieve.
When Kasai was 13, his parents were killed in front of him in an ambush in Hunding Bay by the Thalmor disguised as an imperial ship in distress. To make it worse, it was pretty obvious that the Thalmor agents had some level of assistance from the empire. Kasai and his younger brother, Satoro (then age 9) escaped. The rest of the crew including both their parents did not make it off alive. Left to fend for themselves, they made a living by working odd jobs and later forming a small band of bounty hunters with a group of friends they met over the next handful of years. For a while, Kasai had sort of a family again, but fate ultimately had different ideas.
A little over 6 years after witnessing the death of his parents, Kasai found himself totally alone again. His group of friends were hunting in the border area territory when they got caught in the middle of the skirmish that landed the empire the leader of the Stormcloaks. All but Kasai were killed by Imperial soldiers who assumed they were in with the rebel group. For Kasai, as bad as witnessing the death of his parents was, this was far worse. He always believed that the ultimate duty of an older brother was to protect the younger. His inability to do so still haunts him....