Just to expand on that last post (unboxed spoilers ahead) -
You were born in Rapture and raised/programmed by Fontaine, then sent up to the surface with implanted memories. The airplane crash that brought you back was engineered by you.
Atlas is in fact Fontaine, pretending to be someone he is not. At every point inthe story Atlas asks you to do something he uses the “Would you kindly” triggerword, which sets you off, like the Manchurian Candidate and the line about solitaire.
Eventually you make it to Ryan and kill him. Fontaine/Atlas reveals his true identity and you must then go kill him; the woman doctor (Tanenbaum, IIRC?) becomes your new guide, as she is trying to save her Little Sisters. You fight a bunch more enemies and eventually have to dress up as a Big Daddy to fight through an area.
You finally get to Fontaine, who is no longer even close to being human; he’s a superman, hopped up on Adam. If you knock him down enough the Little Sisters you’ve saved (I don’t know what happens if you didn’t save any) fnish him off. You then bring them to the surface, and they live out normal, happy lives, and sort of become your extended family.