[@Rin] Well my first CS started out as "girl with fire powers"
And this one started out as "pius monk healer"

Think of a character trait you like and just expand a character from there. Trust me other than a few rules regarding weapons and classes which are all listed in the OP they're nothing more your really need to know. The world itself is original so backstory from the games isn't necessary. The only actual story bits that made there way over from previous games are the religion of the Divine Dragon Naga, the legend of the Dark Dragon Medeus and possibly the legendary sword Falchion. Trust me you don't need a lot of Fire Emblem knowledge to be a part of this.

If it helps I could spin a couple of basic ideas for a Pegasus knight that you could expand on and make your own.