XCOM: Chimera Squad will be different from the previous two Firaxis XCOM games in many ways, one being the pre-made squad the players are given. This allowed for backstory, which was provided for four agents through YouTube presentations.
Warning: Spoilers for XCOM Enemy Unknown and XCOM 2 in the first paragraph. We suggest you skip it if you are looking to play the games in the future.
For those that need a reminder about what happened in XCOM: Enemy Unknown and XCOM 2, the aliens invaded Earth, the XCOM initiative failed and the extraterrestrials took control of the planet. In XCOM 2, the remainder of the organisation fought guerrilla-style until eventually prevailing and liberating the earth and many alien races from the domination by the Elders. Chimera Squad takes place five years after these events.
With that in mind, many of the character backstories will make more sense. For example, one of the four squaddies that were presented is Verge , a sectoid that was originally part of the invasion force. Due to his telepathic abilities, Verge influenced the minds of many humans but also started feeling empathy along the way, which eventually caused him to switch sides and volunteer for the Chimera Squad in the aftermath of XCOM 2.
Blueblood is a human that led a relatively normal life but felt the oppression of the invading force. He kept giving people hope and presumably helped Resistance members escape ADVENT and was a natural fit for the peacekeeping force after the invasion. In combat, Blueblood will fulfill the role of a gunslinger.
Godmother is the team's Ranger and close quarters expert. She has a distrust for the world's leaders as they didn't prove to be of much help since they gave up early into the invasion.
Terminal is the team's medic. She went through many losses due to alien invasion and eventually decided to fight back to the best of her ability. This made her a great addition to Chimera Squad and you can see the medic in action in the teaser trailer.