His upbringing was the same as most children on Hama, which is to be born into commune-like temples and churches, raised with dozens of other nameless children of the same faith.
Each faith represented on Hama has its own rules regarding age and identity, but young disciples of Fraylin are given no name until they prove themselves worthy to carry one.
Sai was named shortly after his eighth birthday, when he climbed a treacherous rock formation while attempting to catch a purple butterfly (the holy symbol of Fraylin). He lost his grip, but caught the butterfly while falling, and landed safely in a thick bush. His incredible luck was immediately recognised and praised by the temple priests. He was then named Sai in celebration of a long-dead elder who was known for his luck, and bore that name.
Sai is very charismatic and mysterious, and doesn't let anybody get close enough to know anything about his past. Even his friends and traveling companions know very little about him, besides minor public details true to anybody of his faith.