Rayman's original origin says he was young boy named Jimmy brought into a world called Hereitscool as Rayman to fight the evil. And directly after the first version, the Atari Jaguar version, they ditched it for the story of some mysterious, enigmatic guy with floating body pieces.
I mean, a backstory is fine, but only if they're set in stone, or in a prequel. We don't have either of those, probably because the mystery is more appealing.