Sigurd was born in the remote Aveh province of Norn, to Shalimar Harcourt and Edbart Fatima. He is the product of an affair between the two, and while his mother made sure he knew exactly who his family was, he was kept in Norn to protect both Sigurd and his father. It looks like he had a huge family on his mother's side. But when he was eleven, his mother sent him to Bledavik to work in the palace, and made him promise not to reveal his identity to the king. She died after he left, but he kept his vow. Edbart seemed to know the truth, but never said anything.
When he was thirteen, Sigurd was kidnapped and taken up to Solaris as a sample, presumably a representative of Norn. He and Midori are the only characters in the game with extra-sensory abilities (that we know about). He was in the labs two years, but when he was fifteen, they handed him over to Jugend freshly brainwashed and ready to be trained.
At Jugend, Sigurd was a cadet along with Kahran Ramsus, Miang Hawwa, Hyuga Ricdeau (Citan Uzuki) (his roommate and best friend), Jessiah "Jesse" Black, and Isaac Stein (Bishop Stone). He was also an honor student, and when he graduated he joined Jesiah's new group and became the Fire Element.
A year later Solaris's brainwashing finally wore off, and Sigurd planned to return home. Ramsus wasn't keeping the promises Sigurd thought he had made, and it's possible he also heard about Shakhan's coup in Aveh - which would have been the final straw. Despite being an outsider with his own family in Bledavik, he was very loyal to them. He left Ramsus and the others behind, and arrived in Aveh in time to help Maison rescue Bart and Margie from Shakhan.
From that point forward, Sigurd dedicated his life to protecting Bart and Margie, teaching the young prince what he would need to know to rule. His intention was to restore Bart to the throne someday. He keeps his past and his identity a secret from Bart, but his loyalty is unquestionable.