If your character's starting off at level one, they're really only getting started with adventuring. You can let that be reflected in their backstory.
If you want to play a badass, starting above level 1 is allowed, though probably not recommended for new players still learning the rules of whatever system you're playing.
But the peril is highest in those first few levels as a strong breeze will kill a level 1 character. I also think it is hard to get a feel for a character if they lack eveything that defines them class-wise imo