You don't have to, but Courier 6 does have a canon backstory that extends beyond "is mailman, got shot." He's also canonically [i]not[/i] an amnesiac. Word of God states the dialogue options asking questions that would normally be obvious to a citizen of the NCR are there strictly for players to learn about the environment they're in. 'Course that still leaves a metric ton of info you [i]can[/i] decide for "your" courier if you so choose.