This one might be a little boring and yet probably too crazy (but still will be my head cannon till the story tells me otherwise):

We are a direct daughter/son of Hydaelyn.

She calls us beloved daughter/son more than once I believe and we also seems to not have any kind of family in the world, or at least we seem to not care much about our own past.(I know this was probably because they wanted to give us the chance to write our own story) And to make it even better our daddy is Zodiark. *insert Star Wars reference here*

In the end we will be the balance that the world needs because we have both sides in us and thus we can use both the Crystal of Lights and Darkness. [Or we will just use our puppy eyes on daddy!Zodiark to convince him that balance is great and that he should make up with mom!Hydaelyn]

At least the part with being a direct creation of Hydaelyn would make a little sense, the rest is probably pure nonsense. (But kinda funny imo)