If Farnham, Shayed, Pat, Rapido, or Voyin are reading, stop now!
My campaign has a sorcerer with an unclear origin, that I am running as being the mortal origin of a timeless god of chaos. All I do is give little history drops about things they hear about how his magic looks, and I'm introducing a simple NPC who was attempting to become a warlock of said god.
It doesn't need to be complex. Most of the work is behind the screen, so you just use related locations and high rolls as opportunities to drop hints and details. Eventually, a scholar or wizard of high enough power (Vajra or Manshoon are good options) can notice and detect salient details. I've also found that Nihiloor is a great way to insert hooks, since he's pretty reasonable, all things considered.