I usually start up a new character, make him, or her, look good, something I like to play, and as I play along I get ideas of a backstory, then I develop it from there.
Then I do replays, making maybe different decisions, getting a feel for the character, then come up with a full story from there. It can get pretty complex. But I have to play a character first before developing an in depth backstory, even if they are supposedly related to another character of mine in the series. They often turn out completely different.
But, yeah, I get into the RP of it after getting the feel of the game and the game world.
Wisdom confers power; power confers right.
-Great House Telvanni