If you check your journal - you will see it says that you suppose that you just survived the crash. I think you rose from the fire as the legend says as the "Living One" You were not on the blimp. You merely thought so.
Some of the pre-made character backgrounds would seem to contradict that, but it WOULD explain why no matter where you go, nobody knows who you are without an introduction. By default, you are a nobody from nowhere that just happened to survive a blimp crash.
I think that, if your character is to have any definite past or personality, it must exist purely in the mind of the player. Your character might have a meta-existence, but there really doesn't seem to be one that's written into the game for you.