The game starts in a dungeon. We have been told that there will be some sort of introduction in the final game that explains a bit about the story and how you got at that place. But for now there was none so after a few seconds the Deathknight entered the room. As we already know from Divinity, a Deathknight is bound to a witch and only serves her. This specific one was originally in the human army from Rivellon and wants to return to his mistress. But he is soulforged and thus stuck with you in this dungeon right now.
The Deathknight is of a neutral alignment, arrogant and sarcastic in a hilarious way and gives helpful and not so helpful hints and comments throughout the game. Your problem will be which suggestions to follow and which to reject. Like you, he didn't choose his fate so he doesn't waste time on being polite or diplomatic, but he is a faithful co-fighter. But if one of you dies in combat, both are dead, so you should keep a careful eye on both yours and his status.​