It may be explained in later books, as Erikson tends to do, but the first book begins at the end of the siege of Pale. It's intimated through conversations that Rake is a mercenary who had made a deal with the sorcerers of Pale to make a stand against the Malazans. The sorcerers of Pale fled, leaving Rake to battle alone (this did not make him happy).
Moving to Darujistahn, Rake seems to understand that the final plan is to release Raest, and that Rake is pretty much the only one who can possibly fight the Jaghut tyrant. In conversations with Baruk, Rake reveals that the Tiste Andii are weary of life, and mercenary tasks keep them going.
Caladan comes into the story mainly in the second book. He was an enemy of the Malazan who was won over, and brought out following the death of Lorn and the desertion of Dujek to attempt to quell rebel uprisings on Malazan occupied Genabackis.
