He is a character who is not connected to the main conflict in the story in any way, and is meant to show that the world of middle earth is much larger and more mysterious than what the hobbits/men/elves/orcs are fighting over. His back story was left as a mystery on purpose. The simplest explanation to accept is that you’re just not supposed to know.

There is a whole lot of fan theory and actual letters from Tolkien himself explaining (or rather not explaining) the character.