First, decide where your hero comes from. You have several options. Over the centuries, heroes from other worlds have been drawn to Grimnir. Most eventually assimilate into the cultures of the raiders within a generation or two, though a newly arrived outsider is still possible.
However, a hero born among the raiders often has a stronger connection to the fate of this world. Such characters have deeper ties to its people, its traditions, and its struggles, which can make their story especially compelling to play.