Yes. We don't need lore to show us the birth of your character being raised from childbirth to full adulthood. The lack of lore makes the origin of our characters a complete mystery that never needs to be officially answered. What we simply know is that our characters start as the class that we (as a player) assigned them to.
Do you think a living, breathing character created out of a purely magical existence is too wild to imagine? Because that's exactly who Anveena was. Choosing to roleplay their character as such is completely feasible.