Why's it weird? Isn't the entire games made of made-up people and stories?
As for me, I don't make long background stories for my character, but just some basic characteristics. My first character will be a Breton with a Nord for a father, which implies he tends to use frost magic and looks more Nordic than most Bretons. (Sorry, I really had to use examples
![Razz :P](http://gamesas.com/images/smilies/icon_razz.gif)
) So I just give my characters a general direction. In Morrowind I recently made a character that hates magic, so he doesn't use any spells. So generally I decide what "gameplay" preferences my character has, but I seldom think about their actual motivations behind their actions.
Will he undress corpses (which is kind of sick), will he focus on making as much money as possible, will he ever break the law etc. Of course, these aren't fixed rules, because I think any person makes mistakes or can change his mind, but they're just guidelines, which I think improve my experience.