You were stationed in Shadow Vault an outpost in the Elements of Insanity universe within a transformation room you are given options to change yourself into before going out to the EOI world as a field agent

You'd see a computer screen light up giving you three options on what to choose before going out to the EOI world

[use your persona for your character]

Once you picked your transformational you would be transported via teleporter to a graveyard in where the EOI story started.