Cecil's backstory is something that he never fully explains. Nobody knows the full tale, and maybe not even him. Sometimes he'll mention bits and pieces - a lesson that his mother once taught him, his travels in Europe, et cetera - but as there is no concrete proof of anything it is is unclear as to which, if any, of his many occasionally-contradictory stories are true. He may have had a family, he may have not. He may have lived in Night Vale for literally any span of time as neither he nor anyone else can seem to answer that question.
There is one thing, however, although Cecil does not know this, that sets him apart from the rest of his fellow townspeople.
Cecil is a Child of Night Vale.
And not just in the sense that he's never lived anywhere else. He is practically an extension of the soul of the town. He's the puppet of its whims, and he's its most prized possession. The town is like a greedy child. Cecil is the favorite plaything. He gets tossed around and worn threadbare, sure, but at the end of the day the soul of Night Vale will do anything to ensure Cecil's safety and make sure that he rarely parts from the town that is his home.
Not only is Cecil oblivious to this, but he has no idea about how powerful this makes him.
He is one of, if not the, most powerful citizens of Night Vale.
The only person who knows about any this is Old Woman Josie. She knows this for no particular reason other than that she too has some sort of unique connection with the town, somehow akin to her connection with the angels. She doesn't mention it to Cecil (as that would break all sorts of unspoken laws of the universe), nor does she even hint at it to anyone else. She simply observes from the car lot, at her sides her ten foot tall radiant friends all named Erika.
The power of Cecil rarely comes into play in ways that are noticeable, and, when it does, the events are cleanly wiped from the memories of those involved.
The power is used only when needed. When Cecil is in immediate danger, for example, or when someone else important or even the town itself is in danger and Cecil is the best defense at hand.
When Cecil becomes Night Vale's physical vessel, his eyes close and the all-seeing eye in the center of his forehead opens wide and misses no details. Stars and shadows dance across his body, his quick fingertips ripping apart the very fabrics of creation.
He is beautifully catastrophic.
And yet, afterward, he remembers nothing.
All that's left of these events are severe headaches and unfamiliar scars from unknowable injuries.
All that's left is the worn-down shell of a not-quite-man named Cecil Baldwin, who despite his inexplicable exhaustion and inability to remember where he was or what he'd been doing somehow still smiles at the interns every time he enters the broadcasting station, still reliably gives reports on local happenings, still feels warm inside every time that a certain scientist acknowledges his existence.
He still believes in this town, in its bizarre chaos. He loves it. It means the world to him - in fact, it is the world to him.
And in every opening to every broadcast, he welcomes all in with open arms, regardless of it all.
"Welcome.. to Night Vale."