A good place to start is with his name. Throg is not a usual name for a dwarf and indeed it is not his given name. His given name is Throgli and he hails from a long line of Throglis, miners of iron in the Blue Mountains. Throg does not use his given name any more. He has chosen to be called Throg ever since he was a child who's beard was not yet long enough to touch the ground. The reason for his choice is connected to his choice of profession and that is the story I will now tell.
As a child sporting a half grown beard Throgli was unfortunate to be gifted with a particular bandiness of the legs. Three of the older children, cruel as only children can be, chose to latch on to this trait and taunt young Throgli with the nickname "Throg the Frog". Their abuse did not stop at name calling. Being older and stronger than Throgli they bullied him unmercifully, stealing those of his childish possessions they had use for and destroying the rest.
Young Throgli was distraught. He knew that a dwarf of the blue mountains did not give in to intimidation but most of his family were deep in the mines on a prospecting trip of several months duration and he did not think he had the ability to tackle his tormentors alone. In desperation he decided to consult his great uncle Halcin a dwarf who had lost much favour in the eyes of the family when he forsook the mines to go adventuring about Erid Luin. Then over 250 years old Halcin had retired from adventuring and taken up residence in Thorin's halls. On hearing of Throg's difficulties Halcin's solution was to set Throg to training with wooden axe, sword and club. Throgli had to endure the abuse of his tormentors for many days more but each evening he practised blows and counter blows under Halcin's careful tuition.
As he practised his strokes Throgli felt new strength grow his muscles and new confidence grow in his heart. Halcin did not name day when Thogli was ready to face up to his abusers but when that day came Throgli knew.
When our three fine rascals came upon the youngster that morning they paid little heed to the stout walking stick he was carrying. Indeed why would they worry? Each on his own was bigger and stronger than Throgli. Throgli chose to open the conversation not with words but with a sharp thwack of heavy end of his stick on a particulalry sensitive region of the strongest of his foes.
Among certain peoples such a blow is considered un-chivalrous but dwarves adopt a pragmatic approach to chivalry. To Throgli's mind the fact that there were three of them and only one of him justified much. Indeed it is well known that aiming for that same region is a common tactic among dwarves when fighting members of the oversized races. They justify this as a natural consequence of the difference in height. The fact that it produces instantly debilitating agony in their foe is seen as a bonus.
With one combatant curled into a howling ball the odds were a little better for Throgli but still not comforting. Now alerted, his two remaining adversaries bore down upon him intent on making him pay dearly for his presumption. They had not had the coaching of a master fighter though and their fumbling lunges were blocked and parried with swift strikes of Throgli's club. Moreover they were made to pay for their failed attempts as Throgli's counter-strokes extracted a terrible retribution. Soon it was all over and three bruised and suffering dwarf rapscallions lay at Throgli's feet. As they cowered on the ground to avoid the awful vengeance of that terrible stick one of the three peered through blurring eyes and stammered: "Who.... who are you?"
Our hero stopped and thought for a minute before replying with his weapon held high (high for a dwarf that is):
"I am THROG. Throg the CHAMPION and I shall grow to be the most famous adventurer in all of Middle Earth."