Thrall grew up with his dad and his mom in an isolated house in the mountains, half a day far from the nearest village. He's been kidnapped by a cult when he was just eight years old, his mother away looking for provisions and his father killed in the attempt to protect his son.
He's been a slave to the cult of the Cracked Skull for two years before being freed by his mother. A lich, head of the cult, killed the woman shortly after.
He managed to survive all this and lived his last years of youth in a monastery devoted to Iomedae where he's being encouraged to swear a oath against fiends.
He's wandered the Old World hunting these monstrosities until he found some druids that needed help against a demon. That's where he found friendship in other orcs that shared similar values.