You and Kinzie are members of a mercenary group in Egypt, the recent conflicts between Britain and the Ottoman Empire for this land have scattered your group. The faction had been having a power struggle and difficulty establishing who would the faction side with in this war created a good opportunity for someone to divide the faction.
You two didn't pick sides and the violent fracture of the group left you two behind in the middle of the Sahara. Try to survive, if you're lucky you will find civilization and you can try to find the remnants of the faction, siding with either the British, or the Ottoman. Or you can follow your own path, that depends if you will find water in the next 3 days.
Kinzie is looking the direction your group went and rubs her eyebrow. She turns to you and sighs.
"Fucking hell, you're lucky they left your sorry ass with me, otherwise you wouldn't survive the night."