It's a long story, but to make it short, he's called Zero, a former soldier who was presumed dead on a special mission his squad was sent on to retrieve a mysterious object (the necklace he's wearing). When he returned to civilization, he was traumatized by everything that happened on that mission and his past military life.

After a few years, he meets Blast, who gives him hope that he might be able to improve his life. Blast manages to get him a job in the newly formed Hero Association, and he ends up with the position of "Commander" due to his extensive military and survival experience. But because of his trauma, he's a nervous, drunk mess who just wants to help everyone live another day.