Richard Hannay, the protagonist and narrator of The Thirty-Nine Steps and a character in several other John Buchan novels, was born in Scotland in the late 1870s. When he was six years old, his father took him to Africa, and he seems to have lived in Southern Africa for about thirty years, going to school there and becoming a mining engineer. In the years immediately before he came to England in 1914, he made a small fortune in Bulawayo (in Rhodesia, modern-day Zimbabwe). He has also served in the military, having taken part in the Matabele and Boer Wars. Although not immensely wealthy, Hannay seems to have been financially independent at this point and to have decided to return to Britain to live.
As the novel begins, Hannay has been in England for three months and is thoroughly fed up with the place. The Englishman who returns from Africa or Asia with a fortune to spend is a fairly common character in nineteenth and early twentieth-century fiction. Thackeray, Kipling, Conan Doyle, Guy Boothby, even Agatha Christie all have such characters. By 1915, when The Thirty-Nine Steps was published, it had become an established trope that the returning colonial, having yearned for "the Old Country" for decades and planned how he would spend his fortune when he got there, would be disappointed by the cold, gray little island and quickly long for the excitement of his former life. This is exactly how Hannay feels when adventure is thrust into his path.