Everything is set up so you can develop whatever lore you want for your character prior to arriving to the city state of your choice. Your character's background can be rooted in Eorzea, the far east, Garlemald, Thaivnair, or not even be native to this star if you please. The only conflict with that last one is Midgarsormr refers to you as "child of man", which basically means you were indeed born on Hydaelyn. And I don't know about you guys, I'm not entering into arguments with the King of Kings.

As for being sensitive to the aether, all this really says to me is that you have been away from Eorzea for quite some time. I tend to look at it like spending a certain amount of time away from Eorzea increases your reaction to the aether once you immerse yourself in it once more. Kind of like moving/visiting a coastal residence from one of high elevation. Once you return to the high elevation, you are affected by it along with the changes in weather just like someone who is native to the coastal region.

When I start up a new character when we get Viera and Rothgar, this character isn't going to be a WoL like my current character. When I go through the story again with her, it's going to be a retelling of the events of ARR/HW/SB through a more harnessed/reflexive ability of the echo from Gemina. She'll receive these 'visions' into the past and live them out kind of like how we do when facing EX primals as a kind of 'calling' until the two characters meet sometime during ShB. Unlike Gemina, whose actual birth location is currently unknown and assumed to be somewhere in the Hinterlands, this new character will most certainly be from Gilmore Jungle; leaving her forest sisters and arriving in Eorzea in pursuit of the WoL.