Knight-Captain Cullen was one of the few templars who survived the incident at the Circle of Magi in Ferelden. The possessed blood mage Uldred took over the tower, and in his madness, he filled it with summoned demons and abominations. Cullen was imprisoned, tortured, and forced to watch the slaughter of his fellow templars. The ordeal shook him, and he emerged from it convinced that even templars fail to see how dangerous mages can be.
After Cullen returned to his duties, it became clear that he would go to any lengths to enforce the Chantry's rule. His zeal troubled Knight-Commander Greagoir, who feared it unwise to let Cullen watch over the men and women he deemed responsible for his torment.
Greagoir sent Cullen to serve under Knight-Commander Meredith in Kirkwall, and Meredith found Cullen's view of mages similar to her own. Of her company, only Cullen had seen mages' potentially terrifying power firsthand, and she believed he could influence the other templars' views. Consequently, Cullen rose quickly through the ranks to become Knight-Captain and Meredith's second-in-command.
If the Warden was a female mage in Dragon Age: Origins...
For some time, a rumor has circulated in the Gallows that Knight-Captain Cullen once fell in love with a young mage from the Circle of Ferelden. The mage was recruited into the Grey Wardens and went on to become the Hero of Ferelden. This rumor seems to cause Cullen pain, though no one knows if it is the pain of lost, unrequited love, or if Cullen is shamed by having had feelings for a mage, of all things.
Knight-Commander Meredith maintains that the rumor is untrue and punishes anyone caught repeating it.