The lack of knowledge of the old gods was decided and explained by Settings while I was part of the team. The reasoning was never released (to my knowledge) and may have been changed since I left.
As for the whole first character conundrum (or even, characters who became contradictory to the settings once the settings team released some information), it's very annoying. I'd suggest looking into explaining it or making a new character. The Dark Empire's name was a contradiction after some of settings came out and that made it very annoying; we had to change a lot of it.
Nurahk had some backstory which didn't fit with the settings, my solution: he went crazy for a while
There's a balance between taking settings too seriously (restricting yourself) and ignoring it (having to explain/defend yourself). I'd say the closest you can get to the settings part the easier it'll be.