Eight years ago, when you were six months old, your mother, Jess, died in a fire (well, cause by a demon but you didn't know that), and your dad, not knowing how to take care of an infant on the road, and honestly not wanting you growing up a hunter, placed you up for adoption. You were in foster care till you were five, when you were adopted by a family. You were happy with them.
Sam wanted to meet you. He was your father. He knew he couldn't take you back with him, and he knew how dangerous it would be even just having contact with you, no matter how badly he wanted you back.
And then a vamp with a grudge against the Winchesters killed your family and used you as bait.
"You're gonna be fine, it's all gonna be fine," Sam tried to assured you as he began trying to untie you. "Do you know who I am, kid?"