Kelda the Unwavering is a Nord and the illegitimate daughter of Kodlak Whitemane of Whiterun and a nameless Companion whelp who was later killed during an attack by the Silver Hand when Kelda was only three years old. Although it was common knowledge within the Companion headquarters, known as Jorrvaskr, that Kodlak had fathered Kelda it was never spoken of to outsiders and Kelda herself didn't learn of her parentage until after Kodlak met his untimely end. After her mother's death, Kodlak begins to show early signs of dementia due to the strain trying to rid himself of his lycanthropy. As a result, Kelda is sent to Riften to live at Honorhall Orphanage where she is mistreated, like the other orphans, by headmistress Grelod the Kind. During her time at Honorhall, Kelda befriends Constance Michel and together they continuously try to run away without success due to Constance's timid nature resulting in her eventual seeking of adults for security. For a time, Kelda considers leaving Constance behind for a better chance at success but after Constance's pleading not to be left alone with Grelod; Kelda begrudgingly remains with her friend until she is of age to leave.
At the age of fifteen Kelda is kicked out of Honorhall after she is caught pickpocketing would-be parents who were visiting the orphanage. Kelda is happy to leave and has a small collection of coin that she liberated from visitors over the years, a skill she learned at the age of eight from an unnamed Thieves' Guild member. Before leaving Riften, Kelda asks Constance to go with her to which Constance declines having just been appointed as Grelod's assistant. After a view choice parting words, Kelda leaves Riften, not to return for a number of years.
Over the next eight years, Kelda moves about Skyrim making money whenever and however she can as well as learning new skills when the opportunity arises. During those eight years, Kelda refrains from visiting Whiterun out of anger that she may find her father and kill him out of anger for him abandoning her. Kelda instead stayed mostly on the road, visiting small villages and staying in the available inns only when she had the coin, which was rare, or if a man wanted her to share his bed for the night, which was often.
Kelda's somewhat simple existence comes to an end when she is arrested after brutally murdering an undercover Thalmor male who had refused the coin he had promised her after a night of promiscuity. After her arrest, Kelda was shackled and put on a wagon bound for Helgen where she was to meet the executioner's axe…or so she had thought.