A young teenager found herself abandoned in South Korea soon after her father pulled off a large heist against various major banks with the support of Korean backstreet gangs. During the process, she was unaware of the whole plan, but during the escape, she was thrown out of the vehicle, and when the police found her, she was taken to a nearby hospital.
Because she and her father illegally moved from America to Korea, and since her father never registered her in the American database, she didn't exist in the eyes of the government. She spent her teen years rotting in a hospital the only one on to keep her company being a sickly boy who loved going outside in the rain. Then she was moved to a cell, then moved back to the hospital. When she was finally discharged, she was left with nothing but scars, no self meaning, and a huge debt.
She lived on the streets for some time, trying her hardest to avoid any social interactions when one night she met a kind man who gave her a card that led her to join a game, which she would soon come to regret.
Maybe throwing herself off the train tracks would have been an easier way out.
[This is inspired of the original series Squid Game, but with my own twist at the games.]