The main roleplaying aspects take place once Far Harbor is unlocked. Every character various so much of that is entirely up to the player, but I took it as this: 

Much of the Lost's life has been thrown to the Wastes. Who he is, what he was before the war, everything about him.....gone. He walks forward on his endless march toward vengeance, hoping that one day he will be able to find those who forgot about him and drag them down into the depths. His quest for revenge has brought him up and down the East Coast in search of any who may know about his fate.

As far as quests and companions go, that's entirely up to your playstyle. I wanted to make this build focus on both roleplaying and combat, but leave a lot of the background up to your own imagination.