Thargothras is a big world, filled with magic, and there is much that happens there that has not been explained. Among these mysteries is the seemingly random appearance of individuals from almost every race and level of skill. There are no records of their existence prior to the day they walk into town. They can be knowledgeable, but will not remember meeting any specific individual before their appearance. They are anatomically normal, but have a higher rate of potent abilities than the general populace. Many are sinister in demeanor, often obsessed with seeking and slaying another person. The reasons may be unclear, but they are often of the same power level and ideally opposed (i.e. paladins hunting antipaladins and vice versa). Some examples include decorated soldiers from nonexistent regiments, dragonslayers decorated with fresh trophies from dragons that were never born (or are still alive), canny merchants with no contacts or records of trade in any trade or market (but who still have an encyclopedic knowledge of trade routes and mercantile law), or even members of species thought to be extinct.
There are competing ideas for their origin. If you like, you can roll or choose one of the origins below, or come up with your own:
1. The people are time travellers, but from an alternate timeline, in which they existed, which was altered, possibly by their own actions, to the current state of affairs, with the unfortunate side effect of making their own existence impossible. Instead of being destroyed by the paradox, they are unceremoniously deposited at the same point in spacetime that they left, in a universe that no longer remembers them.
2. The People from Nowhere are not quite real, and have accidentally came from a partially formed universe left in the Void Beyond Space among thousands of other potential times, places, and realities. While they are physically whole, every fiber of their being is foreign and possibly disruptive.
3. There is a magic mirror that creates nemeses from the subconscious fears of anyone looking into it. If these nightmarish reflections made flesh can kill the person who birthed them, they can permanently live in Thargothras. Otherwise, they will fade away the moment their counterpart dies.
4. Somewhere in the Spirit World, a god lies sleeping, dreaming of epic heroes and villains clashing and scheming. Sometimes the characters from these dreams escape when the god accidentally wills them into existence. With nothing else to go on, they seek a living mortal most closely resembling their counterpart to battle.
5. There is a secret ritual that lets a person erase their own past, either from history or from the minds of others. The people from nowhere are actually from Thargothras, and have discovered and performed this ritual as part of some greater scheme.
6. A strange intelligence has made copies of people with great potential who led unremarkable lives, and these copies have been imbued with alien wills and false memories of choices that would make them far more competent than their real selves. They are the first wave of a massive invasion, and their sole purpose is to deplete Thargothras of any heroes or villains with the power to turn the tide against them.
7. An unknown or undocumented side effect of a major artifact causes two very similar individuals, one from the far past and and one from the far future, to merge in the present... 1d1000 years after each time the artifact is used. The People from Nowhere are this side effect, and have no more idea why they exist than anyone else.
8. The People from Nowhere are planar tourists, trying to blend in with the native life and have a few strange adventures before returning to their strange eternal existences. They never reveal this under any circumstances, as doing so would violate the Rules set by their home plane.