With some companions, you are straight up told how they got to where you meet them for the first time.
In other cases, it's simply plain obvious.
Xan and Dynaheir where kidnapped while doing their jobs.
Skie and Aerie are literally at home.
Coran is out hunting.
You get the idea.
However there are some companions where, if you think about it, their location seems kinda ... random.
Why is Eldoth hanging out in the middle of a spider infested forest?
And Shar-Teel in the middle of nowhere by a basilisk-made stone garden?
How did Edwin - of all people - end up working for the Shadow Thieves?
Why are Xzar and Montaron hanging out in spitting distance of Candlekeep?
Why would Ajantis try to vanquish evil in front of a farm
There must be a story behind all of these.
What do you think?