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.
The first few levels should be thought of as a tutorial, where there is no true peril no matter what enemies you face.
It’s useful to get a feel for a new character before you start piling on all the details of class skills.
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