The playable character is actually composed of two different characters, a mortal and a Daedra, sharing the Daedra's body. I will here expand their backstories here and expose various propositions for the mortal character.
Calemryon was born on a boat and lived aboard for quite some time. His father was a smuggler roaming the southern seas from Eastern Morrowind to the Summerset Isles, dealing with slave traders but also some smugglers of Dwemer artifacts and ebony from Morrowind, and Moonsugar and Skooma from Elsweyr. Calemryon never knew his supposedly Altmer mother and was never sure that his Dunmer father was really his father. The young elf grew up to become a great sailor and when, in some dirty bar of Senchal, a raving stranger gave him a tresure map and offered him a boat, Calemryon decided to sail to adventure.