I have read a couple of posts where people talk about the intro movie, is there one, when I run the game it doesn't appear to have one. Is there some kind of back story or history of the character, something / anything that gives you some idea of who you are and what you are trying to achieve?

Thanks

I've barely started playing, but it looks like you build your background as you play based on conversation choices throughout the game.

I think they mean the voice over with scrolling text that "starts" the story before you start playing and even perhaps the opening dialogue with the caravan leader.

There's a launch trailer that gives a bit of general info, but it's not in the game, as far as I can tell.

The narration about the caravan at the beginning of the game is a different thing.

And you own backstory is established during a conversation with Calisca when you complete the first mini-quest, if you choose to have that conversation with her.