Ok, so. You can be whatever you like, and be from wherever you like. Some of the characters created so far are starting out as demobilized Imperial Soldiery. But this is not to say you all must be from the same world or worlds. Such a unit would be issued replacement troops from whatever source was most convenient. We are starting on Earth, but you can be from anywhere. Perhaps you have nothing to go back to, or are hoping life is better here than in whatever domain in Asamet that you hail from.
Tell me where you’re from, and what Domain it is in. Make up a planet and system, is it an established world, or a newly assimilated Outlands world? Maybe you will make it back there one day. :)