Through sidequests? We mostly just got personality elements out of most of them, with a couple of background things thrown in. In the game, though, they threaded most of their history--Quistis being from the orphanage, for instance, but also having had an adoptive home, coming to Garden, essentially being a prodigy, studying at Galbadia, etc. Reading between the lines can expand this even more. Selphie's friends are an important background bit because they tie into her obsession with the Garden festival; Zell is the easiest on that mark, because of his family ties in Balamb, and so forth.

The background information is there, it's just presented differently than in FF7--and, I admit, one of the things I liked about FF8 over FF7 is that it had a much more coherent setting, as far as I saw.