You and Shadow are unknown lifeforms that came from a meteorite and landed in a field in Oklahoma. You and him were then taken by G.U.N to a research facility to be tested and experimented on for, "the greater good".

The two of you were separated once you were brought to the lab, and placed in different holding cells, while the project leader ran separate experiments on you and Shadow. The project leader, Gerald robotnik, determined that Shadow's chaos energy can be the ultimate source of power, and that he has the perfect immune system because of his DNA. At least, perfect for the benefit of mankind. He wants to find out about your DNA and its possible potency as well.

But first, he is having you and Shadow meet each other for the first time since being separated from each other in the meteor. Upon meeting him though, it seems he doesn't recall his or your past, and is confused.

(This is based off the events of the Sonic Movies, so it follows mostly the same story except Shadow wasn't the only lifeform found in the meteor. You relationship with Shadow could be anything you like, it's just implied that both of you don't remember anything at the moment, but you could choose to still have your memories on where you came from or anything like that, it's up to you)