We will try to guide you here as you decide who your character in Arcadia would be.
You need to decide, together with your group, on the focal point of your campaign. Some direction that ties the characters together or at leasts makes it plausible that their stories will share some common ground and intersect each other.
The default focus of this setting is Border Town as it stands about to be reconnected to the rest of the Kingdom of Man. This is a dynamic point in the setting. You have a town large enough for very mixed types of characters, from Forge thralls to aristocratic army officers, from common soldiers to alien emissaries, and it stands at a point in history where everything hangs in the air before the new order forms after the reconnection.
A simple variant is to use Border Town but at a different point in history. Perhaps at the beginning of the Trogs attacks on the town and its connection infrastructure? There you would have an initially very static rural community that has to adapt or bleed to death as the Trogs increase in numbers, and that finally has to decide whether they should turn to the enemies of the King, the High Ones and the Independency nearby, for help.
A different variant is to move forward in time, to where the agents of the central Administration have taken charge of Border Town. It would probably have been a bloody reassertion of centralized power, with executions and riots, and the current situation would be similar to that in the American south after the Civil War, when federal governors were tasked with maintaining peace and order in spite of the locals’ resentment.
The capital of the Kingdom is like a country in itself, with unnumbered different milieus and vistas, and as many possible characters and stories to play. We will, however, not delve very deep in that direction at the moment, but mention our favorite source of inspiration for this kind of setting: Dan Abnett’s books about the Inquisitors Eisenhorn and Ravenor, published by the Black Library.
The Kingdom of Man is involved in hundreds of wars at any one time, and any of these might make a good setting for a military oriented campaign. Mix and match between environments, jungle, desert, tundra, urban ruins, et cetera, and types of conflict, territorial conquest, rebellion, defense against outside forces (alien or human?), as well as the type of characters you want to focus on, frontline grunts, civilian survivors, Templar supersoldiers, local leaders or anything else.
If your character stems from Border Town itself she has lived through the Trogs siege and the liberation. How does she view the reconnection, what does she expect it will mean for her personal interests?
What is the position of the character’s family? How has that influenced her?
Always a central question and one connected to what her ambitions and dreams might be.