Joldar's skill with a blade was ever-improving, and when he joined (whatever military, I'm going with the Legion), his skills only improved. He rose through the ranks quickly, with soldiers all around him praising him for his deeds. Bandit raids were nearly unheard of on his watch, and the wolves and spiders were pushed back into the deepest parts of their forests, away from the settlements.
Alas, Joldar's fame and glory were not meant to last. Reports began to come in of strange creatures roaming the ancient crypts of the Nords. Powerful foes, who walked like humans but fought like monsters. Their very words were said to split the air with enough force to crack a man's skull, and they showed no fear or care of their lives when in battle. Joldar and his men were dispatched to one of the crypts, thinking that some bandits had managed to recruit a mage or learn a few spells. Nothing to worry about.
Deep inside the crypt, the ancient dead began to rise. Joldar's men were cut down in droves, but they rallied and the survivors managed to drive the undead back. But then the Death Lords came--powerful Draugr with blade that cut through the thickest armor and voices that rend the very flesh. As more of Joldar's men fell around him and the legions of undead closed upon the last few warriors, Joldar felt something grip his heart that he had never felt before: Fear.
Fear won out that day, and Joldar abandoned his few remaining men to their deaths and ran for his life. But his dishonor would not end there. When he reached the entrance, he turned to see two of his men following behind him, along with countless Draugr. While they pleaded for his help, he sealed the crypt, locking them inside with the creatures, and continued to run.
On his way back to town, he began to form a story, something that would explain how he was still alive. But the story would not matter, for when he returned home he found that the two men he had sealed in the crypt had arrived first. They had found a secret passage, and while one of them had been mortally wounded, he had been able to tell the tale of Joldar's cowardly actions and confirm what the other survivor said before he passed. Joldar was branded a traitor and a coward, arrested and sent off to be executed.
There's my origin story for you if you would like to use it. I think it also fits a little well because, if I understand correctly, the Draugr weren't really known in the Elder Scrolls world until after the Dragons came back (yes, I'm aware they're in an expansion pack in III, but just role with it), so it would make sense that the first soldiers to fight them would have no idea what they were, and the shouts were unheard of, something only the Grey Beards knew how to do.