Zhou Yu was born in Lujiang District, which is in modern day Lujiang county of Anhui province. Zhou Yu was born into a cultured family that produced many officials, and when Sun Jian was attacking Dong Zhuo, he moved his family to live together with Zhou Yu's family. Sun Jian's son Sun Ce and Zhou Yu studied together and became lifelong friends. Soon, Zhou Yu's uncle became the governor of Danyang, and the whole family relocated to Danyang.

After Sun Ce borrowed troops from Yuan Shu, his army began to push southeast towards Yangzhou, and Zhou Yu was the first to join Sun Ce's army. Afterwards, Zhou Yu temporary went back home to help his uncle in the struggle against Yuan Shu. Failed in that attempt, in 198 he joined Sun Ce for the second time. Sun Ce personally greeted him, and Zhou Yu became the most powerful general under Sun Ce with a personal guard of two thousand men and fifty horses.

It was around this time, when the famous marriage took place between Zhou Yu, Sun Ce and the Two Qiaos sisters took place. Very soon afterwards, Sun Ce and Zhou Yu pacified most of Yangzhou province south of Yangtze and extended their power both south into the native Yue area and north into the Huai region.

In 200, Sun Ce was assassinated and he passed down his power to his brother Sun Quan. Zhou Yu took over the military affairs while Zhang Zhao was given the domestic affairs. Around this time, Cao Cao defeated Yuan Shao and he demanded that Sun Quan sent a family hostage. Zhou Yu advised against sending a hostage. This raised Zhou Yu's respect within the Sun family, and he was treated as an elder brother by Sun Quan. In 206, Zhou Yu attacked the local bandits and captured over ten thousand people and resettled them. Then he repelled an attack by Liu Biao and captured enemy general Deng Long.

Source: Wikipedia