I don't think starting as a paladin makes any sense for a dark urge character. This person doesn't remember anything, has a terrible past, but somehow carries the power of a vow with no memory of having made the vow? This kind of approach is dead on arrival, imo.
All Paladins start with a book of oaths in their pack. All the Durge has to do is read it upon waking in order to figure out s/he is one.
That having been said, Oath of Vengeance is the way to go unless you want to break your oath.
