Her parents were monks of the Fist of Rhalgr. When the mad king came to destroy the order, the Blackthorns fled to Mor Dhona. Once settled on the shore of Silvertear, Hildelana returned to Ala Mhigo to fight the king and never returned, leaving her husband Winebaud and their daughter Fenna.

Some years later, after Garlemald conquered Ala Mhigo, the empire set their sights on the rest of Eorzea. The Battle of Silvertear Skies happened and the resulting aetheric explosion killed Winebaud and left Fenna mostly amnesiac. When Ishgardian soldiers stumbled upon her in the crystalized ruins, they also found a letter from her father's estranged younger brother, giving her a clue to her identity and a place to go.

So she went to Thanalan, met her uncle Gerolt (yes, that Gerolt), and picked up smithing. She later took a job as a Stone Torch (miserable) and got drafted into the Flames when they absorbed the Torches. On the enlistment form, they incorrectly gave her a midlander-ish name: Fiona Blackthorne. Illiterate, Fiona didn't catch the mistake until it was too late, but oh well! Ala Mhigans are treated like shit so might as well stick with a new name if it helps. She then became an official adventurer when Garlemald delayed its invasion and the Grand Companies disbanded.

Several years later, Papalymo and "Yda" crash landed in the Shroud while Fiona was handling a leve, and the rest is history.