Exactly, and for those who played 1.0 it was even more of a blank, as each nation's story in 1.0 started even more differently with no clues as to where the player had come from (Gridania just had your character walking amazed through the Black Shroud before seeing an airship crash, Limsa had the player character waking up on the ferry only for it to be attacked by sea monsters, and Ul'dah briefly had the player riding the chocobo carriage but then quickly showed your character disembarking in the middle of Ul'dah during a parade that goes sour), even more given the fact word-of-God (from Ferne) says that much of what occurs in the starting nations' storylines in 1.0
had actually already happened - your character was not even living those events, just viewing the past through the Echo, including the opening scene, confusing their possible origins and history even more.
There was never any mention where your character came from in 1.0 either, although the Gridanian one did occasionally mention your character as being a foreigner and not 'forestborn'.
So yeah, the opening is left deliberately vague on the subject of your character's origins because the player is a nameless adventurer, who has to make a name for themselves. Ultimately, it's up to the player to fill in the blanks of their story (which makes it such fun for those like me who like to role play.
).