You might ask yourself what you want to do with that character too.

Then ask yourself is this always what the character wanted to do or is it a new thing?  Maybe it's a British soldier who came to America and instead of soldiering now wants to document the birth of a new nation.  Maybe your soldier wants to make a fortune off the gold rush.  Maybe your character met French fur traders and wants to claim a chunk of that business for Ye Olden Queen Mum.