Who are we?

[EdwinLi]

Well, it's mentioned you're not from Eorzea, as in, you come to Eorzea, however:

In the SMN questline (lvl58) it is mentioned that Bahamut's aether was spread across all of Eorzea and that you absorbed some of it (as anyone else).. so it'd indicate you were there or at least close by.

I believe 2.0 story showed a hint on how that was possible being

The 2.0 WoL was the one who gave Cid his goggles back when he or she has yet to be a physical being in the world yet.

Sometime after that event the WoL manifested into the world and what life and time they spent in the world they had until the beginning of 2.0 is up to the player's imagination.

With this there are basically endless possibilities with the WoL's Origin from being a person from another world, reincarnation into this world, natural residence of Eorzea from a small town, Born from another Continent and enter Eorzea for a chance at being a Adventurer, maybe born from Garlemald but left that life because "REASONS", and any other cliche origin story a person can think up.

As they say sometimes the best Origin option is one the Player can freely make up themselves.

[Enkidoh]

I believe 2.0 story showed a hint on how that was possible being

The 2.0 WoL was the one who gave Cid his goggles back when he or she has yet to be a physical being in the world yet.

Sometime after that event the WoL manifested into the world and what life and time they spent in the world they had until the beginning of 2.0 is up to the player's imagination.

With this there are basically endless possibilities with the WoL's Origin from being a person from another world, reincarnation into this world, natural residence of the world, and any toher cliche origin story a person can think up.

As they say sometimes the best Origin option is the one the Player can freely make up themselves.

I think you're overthinking that specific scene though -

the player actually used the Echo and accessed Cid's memories of his arrival in Eorzea in that scene, as that is what the Echo does. By breaking down the 'boundaries of the soul', it allows an Echo user to not only interact in another's memories, but in a minor way, directly interfere in them, in that they then place themselves in that memory as having been present during that event (and the person so affected simply then shrugs it off as having always been that way in most cases). But the past event itself remained unchanged, because it's just a person's memory of that event that has been altered, not the event itself (Minfilia even mentioned this way back when the player first met her in both ARR and 1.0, paraphrased as, "The past is like a stone tablet. You cannot uncarve what is already written").

This sort of thing was far more common back in 1.0 during Echo scenes where the player would interact with NPCs in Echo scenes and even be replied back to in turn by said NPCs, sadly in the change over to ARR how the Echo was depicted was changed to be more of a (non interactive) grainy sepia-toned video, unlike the 1.0 depiction of an Echo scene being virtually indistinguishable from 'reality'. But anyway...

The important thing is that scene the player's appearance in Cid's memories did not actually happen - Cid found his googles in another way but because the player interfered with his memories he therefore just assumed that really happened. It was in fact a visual metaphor for that interaction dispelled the amnesia about his past and what happened at Carteneau, the goggles themselves being a metaphor for his past, and not that we somehow really did magically appear twenty or so years ago and handed Cid his goggles in mid air.

But you are right that the player is a 'blank slate' in that it's left up to the player to create a backstory and origin for their character, in keeping with RPG roots like Dungeons and Dragons and the very first FF game, as I previously mentioned.