Rather than create a unique custom character, players can decide to instead play an Origin, essentially playable heroes each with their own stories, desires, and attitudes toward the world around them. If not played, each Origin character appears in the game world and can become companions, who you may or may not decide to recruit into your party throughout your journey.
The Dark Urge Origin is a little different. It is not a playable hero and instead is a special background for a custom character. The Dark Urge does not appear in the game world if it is not chosen at character creation.