If your character's starting off at level one, they're really only getting started with adventuring. You can let that be reflected in their backstory.
If you want to play a badass, starting above level 1 is allowed, though probably not recommended for new players still learning the rules of whatever system you're playing.
Considering that a real world new recruit who's only martial experience is about 8-10 weeks of basic training would probably be a second or maybe even third level fighter, first level characters aren't very impressive. If there's an actual zero next to "Experience" on your character sheet you aren't a grizzled veteran and you haven't seen anything rougher than a barfight. You probably lost that fight, too.
With literally zero XP you would never have won a fight against anything or learned a single lesson.