It's important to pick a backstory. Most everybody working at the Agency has some reason they're not at a more respectable place. It has a poor reputation, people only come here because the government will do favours for its agents. You don't have to have it out in full, but at a bare minimum, you should know why you came to the Agency.
Canonically, the handler gets to choose their cyborg, by picking from a list of near-death children. You'll be working with your partner to build your characters, so that'll be the substitute for this; you can agree on things that would have led to your character choosing theirs. A little bit of detail on candidates you rejected would be nice (and the earlier you provide it, the better - as I could use them as character concepts for other cyborgs).
You should also pick a class of weapons to prefer - you'll rarely be wielding much more than a pistol, which you're automatically proficient in, the additional proficiency will offer a bias to how you approach missions.