Hey, I read somewhere that this comes with the unofficial patch automatically installed, and when I go into gameplay options in the menu it says "Unofficial patch 10.2," but when I go to create a character there's no option to choose a background for my guy.

Any suggestions?

The patch comes in two versions. The version preinstalled in GoG is the base patch which only does bugfixes.
If you want the plus patch with restorations and added stuff you need to download the latest patch from ModDB or Nexus and reinstal using the plus option in the installer.