When you create a new wizard on your account, Merle says that you're, "from a world that does not even believe in magic." So it would stand to reason that you're parents are there to. Or they were just breaking the fourth wall and referencing you. Maybe your family are some of the few who know that magic exists.
It was a dark day. You were only 6 months old when Dragonspyre was attacked by Malistaire Drake and his undead army. Your family tried to flee, but alas, your mother got caught in a lava pit. Your father tried to help her, but the undead army attacked them and took them away. Luckily, you were saved by a Battle Drake who swooped you down into Ravenwood. Merle Ambrose saved you from the commotion and raised you until you were old enough to fend for yourself and travel to different worlds. Nobody knows where your parents are...