If your character's starting off at level one, they're really only getting started with adventuring. You can let that be reflected in their backstory.
If you want to play a badass, starting above level 1 is allowed, though probably not recommended for new players still learning the rules of whatever system you're playing.
I'd never recommend playing dnd 5e at level 1, even for beginners. Level 3 is where classes get their basic identity and you don't instantly die to everything