Hook for the Heroism Paladin: he's an incarnation of a sort of Jungian / Campbellian Universal Hero. The longer he adventures, the less he remembers about the personal history of this particular incarnation, and the more he settles into the role of Hero and remembers tales of yore as his own life. This life is the latest telling of an eternal story.
The rest of the party lives in the comparatively mundane medium-fantasy world, where you might know some magic or fight a dragon or whatever; this guy is genuinely convinced that his father was The Sky, his mother was The Earth, that he beat Old Age in a wrestling match and beat Fire in an eating contest . . . and the longer you hang out with him, the more you believe it.