What sort of powers are you looking at? I haven't really nailed down a core concept yet, so I'll do a little molding around what the party needs.
However, I sort of have an idea for a young firefighter who's always noticed odd things about himself. After several years on the job, he's sent to work as a sort of liason with the police department in hunting down an arsonist - since he's experienced with tracking burn patterns, things like that. The arsonist catches wind of it and goes after the firefighter, setting his house on fire. He's unharmed by the flames, but when he goes to escape the blaze, the arsonist is waiting for him and shoots him twice in the back of the head, in full view of the firefighters sent to extinguish the fire. He barely survives (trance, regeneration, resurrection or something like that), but is is too out-of-it to do anything during his funeral ceremony. He finally awakes the night before the coffin is to be buried, and sneaks off (the empty coffin is buried), knowing that no normal person would be able to survive the flames and wounds that he did. He spends several days living in a ruined building, experimenting with his abilities, all the while trying to figure out what to do next. Here he starts.
