Well sonny, just after Christmas Eve, where the Mad King's first attack had failed, and we had gotten complete control over the Mad King's actions, the evil legion was obviously entering it's greatest downfall.
A few of us Santa Claus' bodyguards decided to use this moment to counter attack - we were.. I don't quite remember how many, but not even ten warriors, but we were all hand picked greatest fighters by Santa Claus himself, and yes, I was one of them.
Anyways, we entered Hell together, and together we fought our way through countless demons - until we accidentally split up in the Mad King's domain. I wouldn't risk fighting demons alone, so I hided in a demonic castle. Turns out it was the very home of the Mad King - and there, in the deepest part of the castle, I found you lying alone, wounded and scared in a fiery Hell pit.
I remember you said "Daddy?" when I approached, maybe believing I was the Mad King, your 'real' father back then, and I was touched like never before, and so I decided to take you back home to Santa Claus' factory