For me it depends. In free roaming settings (think Elder Scrolls) that give you a vague plot but otherwise live mostly from your ability to move around and explore, I am good with blank slate characters. In settings that have a tighter story, I much prefer a character that is part of the story and I would have loved it if they made the origins more felt, if you play them as avatars. I know Durge is somehow the happy union of both approaches, but I didn't vibe with the atmosphere at all.
