Adding simple options from creation wich lead to optional lines of dialog will surely demands far less work than having each character starting a "tutorial" from their last known location/activity before being abducted. It works with a single special MC, but in our case there is sadly no way of doing that (it would require far more ressources to accomodate all available options).
Or you make all MC originated from an existing city where you can go in the game (during the main story to do something here, like recovering a thing or save a person/family in your hometown), and with a smart reuse of existing assets they could allow each player to play their "prequel" in said city.
But it will mean considerably reducing available options wich could be not great either.
So better stick with simple text/dialog options to refer to your backstory, I guess...
