Fafhrd is a barbarian hailing from the northern icy wastes. His father dead, he lived alone with his mother (leader of his clan's ice witches) who was a bitter woman, and there were rumors that she was responsible for her own husband's demise.
During an annual festival (which he witnessed for the first time as he wasn't old enough) that included a caravan of travelling entertainers Fafhrd discovered more about civilized life and grew enchanted with one of the dancers. Growing tired of barbarian life, he decided to try his fortune in one of the great civilizations in the south. He eventually met the Gray Mouser in Lankhmar.
Interestingly, their first comic book appearance was in an issue of Wonder Woman , where she, along with Catwoman, make an appearance in Nehwon. They later starred in DC's Sword and Sorcery book in 1973, and a mini in 1990, published by Epic (later collected in graphic novel form by Dark Horse).
Homage and parody versions of the characters have also appeared in comics, such as Vanir Fafnir and Blackrat, who were created for Marvel's Conan stories, as well Freddy and Mouse from the Fables storyline Dark Ages issues 77 and 78.