+1 to all this.
I did my first play through as a half-elf and felt very disconnected from my origin.
Did a playthrough as a Drow and the game made much more reference to that backstory.
Honestly, the dream would be a full on origin story a la Dragon Age Origins, though I understand it's inefficient. The minimum should be the Pillars of Eternity early conversation laying things out. It wouldn't be hard to do as part of the "Who are You" character creation. The Tadpole asking you questions and such.