This is why I LOVE Oblivion, because it lets you fill in so many blanks about yourself and your past, not to mention all the assumptions that can be drawn from various parts of the game. (Martin=Gay?)
Anyway, I like to asume that I went of a killing spree with an enormous purple dildo, frolicking about whilst humiliating and destroying the city watch in a matter of hours. That's why they have me on such close watch.