Ssilith comes from a once-great race, the Dragonborn, which long ago ruled the known world, kinda like Rome, but with the ability to breathe fire (or acid, or poison gas, etc). She has a strict though complex code of conduct, as befits a scion of such a great empire, but is also a thief. Ssilith is able to reconcile these with rules about when and from whom she can steal, but it has made it difficult to actually be financially successful as a thief.
One of her few friends is a Dwarf, Toby. Toby saved Ssilith’s life in a heist gone wrong and the Dragonborn swore a blood debt to her. Since then, Toby gave up thievery (she wasn’t as good as Ssilith, but who is?) for bodyguard work. All was going well when Toby was framed for a murder. As the only one who believed her, Ssilith helped Toby try to clear her name but came up with nothing. Against Ssilith’s better judgement, Toby went to an oracle who directed her to the land known as Nentir Vale.
Soon after, Toby got a job escorting an Elven Cleric named Farra to the town of Winterhaven, which is in Nentir Vale. Ssilith insisted on coming along as part of your blood debt. It seemed best to get out of town, and although the job didn’t pay much, adventuring was know to be very rewarding to those with enough skill.