Don Quixote Volume 1, Chapter 39
He is from the León Mountains, a poor region, though his family was considered rich by local standards. They would have been richer, except that his father was an incredibly generous man (he learned this as a soldier) who could not control his extravagance. After giving it much thought, his father decided to give his sons their inheritance before his death (and before he spent it).
The captive has not been able to get in touch with his family for twenty-two years. He gives a short synopsis of his career as a soldier (citing a battle that Cervantes was in), and his capture.