Thanael
Explorer
Whether it's Conan or Doc Savage, these are not Joe Average picking up a sword and doing extraordinary things. And, because a lot of these style of heroes are very popular in genre fiction now, RPG's are simply mirroring popular views.
But Conan was level 2 in the first written story: Conan the Barbarian for Third Edition D&D
He had very un-average ability scores though...

I guess i like that in 3e D&D you can model both hero and zero. If you like a more heroic game you can start the PCs higher level.
You can play a commoner campaign if you want to for a whole different feel. Or you can keep advancing until you are on one ground with demigods and demons like in Tales of Wyre