Character!!!!!

For a backstory to my game I was thinking about how I could put characters and a story into my game. 

I want the world to be mysterious, but not a place someone is exploring. The world will be strange and new to a person who doesn't know anything. The main character will be a person  who simply woke up in the strange world with no memory of anything at all. 

I don't want it to be the character is trying to find out who they are, it will be they are that person with no past and nothing that they know of in their future. Everything at the beginning is almost pointless with just the mystery to keep it interesting. 

The main character at the beginning wont have anything, just wake up in a strange world with no memory's at all. The memories wont be lost, the person never had any. It is the beginning of life in that world. 

The character will meet others along their journey through the strange place. 

The backstory will have to do with explaining the meaning behind why the person kinda of just spawned in the world. 

The theme for this game is mystery. The whole thing will be strange and wonderful. I hope to have an element of sad in the game too.