You ran away from your family and found yourself far from home, captured by bandits, but suddenly you were saved by the Hound or else Sandor Clegane himself, who once served the king.

Don't get your hopes up, he needs money, and you're the perfect source, unless you accidentally die. (You may be from home or even family, but it is unlikely that he will be able to receive a reward for returning you if you are from Lannister, Targaryen or Stark)