Some Background Information
The Knights of the North
The Knights of the North have always stood against the Zhentarim.
Your parents were the last of the Knights and finally eradicated the last of the Zhentarim from the Moonsea North, albeit at the cost of their own lives.
Your characters are in Phlan to search for the site of your parents' last stand.
Your character may even be thinking of taking up the mantle of the Knights and standing against whatever evils now afflict the Moonsea North.
In short, you are in Phlan for a specific reason and your fellow PCs are here for the same reason. It's the reason you're all together and it's a common piece of background you have to work with when you design your characters.