The primary aspect that I find most players overlook when building a backstory is taking information from the setting itself. Incorporating details about the world helps the character fit into the setting, rather than just being a character that could be from anywhere.
For example, my current character in the new Baldur's Gate/Avernus adventure is a Gold Dwarf far traveler from the Great Rift. I left the Great Rift because I didn't want to marry, but used the reason that I was seeking out new grains for brewing (my clan was Stoutale). I traveled west and then north, and in the dangerous Chondalwood I found myself blessed by the dwarven god of travelers, who instilled in me the knowledge to survive in such wild nature (becoming a Nature Cleric). I eventually worked my way to the coast, where I heard of a temple of Chauntea near Baldur's Gate, so I headed there to learn of their various types of grains. This explained my class, background, why I was in the starting location, as well as goals I want to achieve.
Conversely, in one of my prior Greyhawk games, I had a player that wanted to play a Hexblade, but made his backstory about being a mystic samurai. Greyhawk doesn't actually have a listed asian region, but there are hints at one beyond the western wastelands (originally Kara-Tura). However, this is almost entirely across the Flanaess (play area of the Greyhawk campaign), over 3,000 miles away, plus the wastelands. There was no logical reason for the character to be there, but the player insisted that's what he wanted to play. So I pulled a Deux Ex Machina, having him teleported away by an enemy (ala Samurai Jack), so that he would probably never return. The player was satisfied with this, but it still bugged me that he never even asked about the world first, and never considered the consequences of the event (he never cared about trying to get home).
