You randomly met Dain at the Tavern in Mondstadt. You started taking, got close, etc. He eventually began travelling with you alongside Paimon. He was quite a useful companion as well as Paimon, but he was more easier to interact with and took care of you.

Dain was cooking you some food in a fire from a Hilichurl base after he completely wiped them out in one go. “Here you are,” he handed some chicken to you. “Eat up. You look tired.”