(This is happening in the same timeline as is Adventures in Nirn, but not all at the same time, since Kaj, Norcon and Phelan aren't all the same age. First, my story.)
"When are we going to do some adventuring, dad? You said you did it in your time!" said young 12 year old Kaj.
"It is dangerous right now Kaj. Or in any time really. This war and everything is not helping adventururs. Besides, I was younger then. Now, we need to test your archery skills!" said the old Imperial, with the simple name of James.
"Fine... But we will have to do some at some point!" Kaj said.
They were talking in a very small cave. Light would still go in it. There was a camp fire in front of it and a horse tied up to a stick in the ground. Inside, some bedroles and a table. Still, Kaj was happy with this humble set up, and so was James.
James was also an orphant, but unlike Kaj, nobody raised him. That is why he saved the little Khajiit baby out of a burning house. Only thing he had with it was a piece of paper saying "Kaj". He tought Kaj everything he knew. Kaj was great at archery and using daggers, even pickpocketing, but James always told him "never to use it unless you need it!" Kaj was set for life in the streets. Little did he know he would live one. That faithfull day seemed like any other.
"Now, breath in... aaaand SHOOT!"
The arrow hit perfectly. He has been practising since he was very young, and now it finally payed of!
"DAD, I DID IT!" Kaj yelled out of exciment
"Great job Kaj, I knew you would do it."
Suddenly, James became silent. "Kaj, run up towards the forest!"
"Why dad?
"This could get nasty."
Two guards came with their swords up. "James, you are coming with us."
"Why?"
"You are responsible for the murder of Jarls son."
"THAT IS NOT TRUE!"
"Everyone says that."
James knew he would be executed. So he wanted to die in battle. It all happened in a split second. James with a sword in his stomach, and a guard with a dagger in his forehead.
"You ba..." I used to be alive, but then Kaj shot me in the forehead.
"DAD!" Kaj run up to the dying Imperial.
"Kaj, take everything you can, and run! Go anywhere, just don't stay here! Guards will be all over the place. And take Lady Speed, sell her to the nearest horse merchant, and go to Riverwood! Nobody knows you there, you can sleep in their inn for a night, and later... Remember everything I tought you! Be safe, my son..." The first and only time James called Kaj his son was when he died.
Crying, Kaj ran towards Riverwood. Only the main person of The Inn knew his story, and he promised that he will let him stay in the inn for as long as nobody else paid to rent the room in there.
That night, Kaj wrote on a piece of paper:
"I swear to avenge my fathers blood by listening to no law. To make life of many guards horrible. But to be a great man, that gives to poor people." He rapped his father's dagger in that paper. And that is how Kaj, thief and assasin, was born.