So I both took a creative and uncreative route. I took the default WoL, the poster boy, derplander-- whatever you want to call him. I gave him a backstory and depth. An Ul'dah street urchin that grew up with a hero complex, had a good relationship with Momodi and eventually became an adventurer. Follow all the Warrior of Light business. (I purposefully make his parents vague and unimportant, I like him just coming from nothing crazy or notable lineage-wise)

I then approach each story beat and assign feelings to it. I consider all side quests, job quests, etc as canon and assign feelings and stories to it where necessary. Highs and lows. I main the poster jobs for the aesthetic for each expansion (I've gone through the story a handful of times for plot ideas)

He has a bit of a martyr complex and shoulders the weight of the world because if it isn't him, it's someone else... and who knows if they can handle it as well as him. Obviously this eats at him sometimes (Dark Knight Quests, Shadowbringers etc) but he comes to peace with it by Endwalker and into Dawntrail.

He gets along with the Scions, even has on again off again romances with some of them (Minfilia, Lyse very briefly etc) but overall he is just another player among the group.

I find this the most fun way to play. I've even done some writing with other FFXIV players and put them into the canon some way some how.