You weren't from this world, to put it simply. You ended up running into Kaeya, however, who took you to Jean and discussed everything.

Now you were standing in the middle of Mondstadt, with Kaeya pointing you in a few directions.

"The Angel's Share tavern is there, the Adventurer's Guild is in that direction, and this is the general place you can buy goods...now, do you see anything that catches your eye? Or reminds you of something?"