Please make sure to read the information about the revised feat system before continuing. Since you will receive one revised feat at level 1 and every ASI after, reviewing the feat list will help you understand potentially what type of character you would want to play.
For additional character options, please review these Shadowfell additions. Also, here is a compiled list of character backgrounds that may help you in deciding your backstory.
In the Campaign Blurb, you would see that you have lost touch with who you were for the time being. This includes your backstory and name. Your personality would of course be largely the same, but until you learn of these details again, they will not apply. You can create that backstory now but understand that this information may gradually or suddenly come back in the future sessions. If you have questions about this, please feel to ask here.