The taken’s story is yours to write! Their history, their motives, where they got their skills from, all of it!
The beauty of this game is that, if you take the time to immerse yourself in its environs, and read every lore note, and speak to every NPC, you can draft up some builds based around where and how you want your character to fit into the story.
I have to share @MikeHeydon’s awesome NPC lore thread here because theres not a lot of this kind of character background story shared very often, and this might inspire you to approach the game differently. I know it did that for me.