"Scourge" isn't even his real name. It's the name he goes by, and was given because of the short, nasty, razor-sharp whip he carries. In his distant homeland, the nobility is a duelling culture, and the weapon they idealize and devote their practice to is the whip.
His real name is Kolja, and he was born the prince of Marula. In fact, if things had gone otherwise, he might currently be the emperor of that august nation. His father died in a hunting accident when he was very young. And his mother, to the shock of all Marula, was assasinated on his twentieth birthday. This is particularly significant because that was the very day he reached the age of majority in Marula and became eligible to take up the throne if his mother left it... that fact, combined with the things they found amoung his quarters when they searched it, convinced nearly everyone of his guilt. Although others, naturally suspicious, thought it was a frame.
The truth is, Kolja didn't kill his mother. But the poisons and knives and other deadly implements of the assasin's trade that the palace guards found in his room weren't planted there, either. Kolja had been slumming in the dirty parts of the capital since he was a young boy, to get to know the real city he wasn't supposed to see. As he grew older, he fell into rougher and rougher situations down there, until by that time he was working as a freelance assasin. He thought the skills he'd learn that way would serve him well to defend himself against assasinations when he became king, and a knowledge of the politics of the underworld would be invaluable to his ability to rule.
Realizing that the current situation had been engineered by another noble, for that person's gain, not his, Kolja realized that even if he could claim the throne (and the chances of that looked remote) he wouldn't be able to hold onto it and survive. So he escaped from the manhunts called on him and the political turmoil, rioting and civil war; he took only what he could carry, and left across the sea to distant lands that had never heard of Marula, where he would be safe from the deadly politics of his homeland.
After his money and princely riches ran out (which was quick), Kolja had to find some way to earn a living. So he took up his old trade of assasination. Fact is, he was fairly good at it. He didn't want to go by his old name, for fear of word of him reaching Marula, so he took the name "Scourge", from the dueling whip from his homeland that's always been at his side.
Scourge is impersonal and businesslike in his underworld dealings; to his mind, a prince does not socialize with scum like those he deals with. He is completely merciless and amoral, and once he takes a contract no pleas will stay his hand from the execution. There are few passions he can be moved to, and all of them are foul. When he is especially angered, he will dispatch an enemy with his scourge instead of his blade - which is much slower and more painful.