The Mouse Guard are like knights, cowboys, FBI agents, and mailmen. They protect The Territories from civil war, outside attack, and other disasters. They live in a fortress called Lockhaven and roam around the countryside helping mice out of trouble.
You're one of them.
Being part of the Guard is difficult! Mice are instinctually fearful and unadventurous, but for the safety of the Territories you must become courageous and footloose.
You will suffer. Your friends will suffer. But no one said being a hero would be easy.
Note to the Red Boxers
In most of our recent Dungeons & Dragons games, players operate as wildly greedy, paranoid, ignorant bandits. This is a very fun way to play D&D! And, given the rules of that game, it's arguably the only sensible way to play.
But Mouse Guard is a different game with different rules. Mouse Guard isn't as immediately and shockingly lethal as Dungeons & Dragons: it's generally a more forgiving game. And in particular, the default assumption in Mouse Guard is that your mouse is a hero.
You certainly can play an immoral member of the Mouse Guard, sort of like the corrupt cop Vic Mackey on The Shield. But that's probably not anyone's expectation, and you should probably check to see if the folks at your table are okay with you taking this approach. (I once tried to play a character whose morality really didn't fit into Doug's Traveller game, and ruined the experience for him. Let's not do that again!)