In the last episode of The Flash, we get to see Barry Allen travel back in time at the end, and Harrison Wells revealing his true name and nature. We understand that he is Eobard Thawne and that he has been trapped in the past for 15 years.
After returning back in time with future Barry Allen, Thawne's main objective was to kill Barry from when he was a young boy, but he ended up accidentally killing his mother instead. However, for some reason, Thawne became trapped in the past, and thus, he must help Barry become faster because it's the only way for him to go back to his world, his time.
Now, Thawne revealed all of this to Cisco before killing him, though he didn't want to. What's interesting is the fact that Thawne used the word, "world" instead of just "time." This makes us wonder if this Reverse Flash is from a different world because from our understanding, a person going into the future in the DC Universe doesn't mean they have entered a different world, just a different time in the same world.