Ask the GM. Seriously, they are the best person to ask because they have all the insider information. They should give you a straight answer, like, "You could be a cleric from the wealthy side of town," or "You're all going to be kinda scummy fortune seekers," and that will give you something to go on.
If instead they say something to the effect of "Create whatever, I'll make them fit," then the player characters will literally not matter in the slightest, other than being a unique Point Of View for the GM's clever shenanigans. If that's the case, and you're okay with that (I wouldn't be, but I'm a proactive player anyway), then pick a class that you think would be fun to play and roll on the 5e Basic Set's background tables
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