If I get it right:
There used to be a few honored generals (your heroes), who were once in a war, but the king's sidekick was an imposter, when the king was in danger, the imposter kept the generals out of the throne room and the king was killed.
Because they didn't save their king, they have been exiled out of their homeland and now they're trying to kill the imposter.
If you really mean that each hero has a story:
General 1:
The first general was born in a normal neighbourhood, had normal friends and went to a normal school, untill the day that his village has been raided by barbarians, his mother and brother got killed on the same day, then he took up the sword of a dead soldier (killed by those barbarians) and swore he would avenge them.
General 2:
His father was one of the few mages left in the world and was praised by everyone, because a mage was a very high status.
He was always served, he didn't have to do anything but being a mage, which was annoying him and he decided to leave the Mage Guild, on his path he met general 3 and decided to help him achieve his goal
General 3:
The 3th general was raised in the same town as General 1, but he left before the barbarians came.
Since he was a child he has always been interested in power, in search of that power he met General 2, who agreed on helping him achieve power.
I din't know what you exactly ment, but this is something to start with...
