Born in Rohan, grown up in the ways of the Rohirrim, Sethur grew up in an warrior's family and developed an high standard of honor and respect which fastly became his attitude. 

With this attitude, he was happy to become one of the famous riders. 
But after years in duty and after many battles, his point of view in terms of the riders has changed completly.
In his eyes, they became more like an "pack of infamous marauders" and that is the reason why he went rouge and left the lands of Rohan, leaving his belongings, family and beloved ones behind with the promise to herself to never return.
Because of his "betrayal", Sethur's family got banished from their home and deferred into the wilderness. When Sethur heard about that, he returned as fast as he could to search for his family but found their camp destroyed, his family was death.
Remorseful, he buried the corpse before he left again.

Nowadays, Sethur wanders middle-earth and earns his living as an merciless mercenary, willing to sell his loyality to whoever sells the most.