Then why not a mixture of the background options already sent in? There would easily be the childhood friends, growing up together, and staying with 'safety in numbers'. Then, with various adventures, they could have joined up with a few other of the members early on in their careers, learning that there were things and skills that others could fill roles in. With their newfound knowledge that perhaps becoming a bona fide group, perhaps being in a guild would be a good option. Enter the crazy madman and the free guild. After all, we were all starting out, and free was a good option for low funds. Eventually, the guild had to act, or else be scattered to the winds. That's when the cream settled, and the members that had skills and knowledge to offer everyone else showed up.
Since then, it's been about refining their tactics, learning each other's strengths and weaknesses, and being coherent.
Possible run ins could include the nefarious scalper that managed to steal a dragon egg. Unfortunately, the dragon egg had a parent that was none too happy about it. Seeking the chance to do something that would immediately grant them favor, recognition and fame, and after many drinks to inhibit their mental capacity for reason, it was decided to steal the stolen egg, and return it to the dragon. It was a copper dragon, and that is when my character found his devotion to such power that the copper one held.
Also, since they are a guild, perhaps there is a rival guild, and the continuous run ins with the rivals always comes into play. The rivals have the advantage that their parents are all nobles from various families, and snub the whole of the lower class and middle class people, which accounts for most everyone. Unfortunately, they are also well capable of handling their own, and are almost always on level fields with our grouping. Which sucks...