This is the SCP Foundation. You're free to be whoever you want (most likely). From a dangerous anomaly that could threaten the existence of the entire world to a helpless Class D, who is wasted every day checking anomalies. It's also possible to be a containment agent, steadfastly carrying out their difficult duties in this vast organization. Or, for example, a brilliant research scientist who discovers something new about a specific object. Or perhaps you'd like to be something more?
The further development of the story depends on your choice. To play as an anomaly, you'll need to specify your class and containment conditions if you're already a captured object, as well as your appearance and abilities. To play as a Foundation employee, you'll need to specify your occupation, clearance level, appearance, and perhaps a little bit of a personal life. Or you can forget all of the above and simply come up with something unique.