I keep coming back to fantasy gaming tropes, because, well, fantasy gaming is a huge part of this hobby. But adventurers exist in pulp story as well, and there’s plenty of sci-fi games with deep space explorers. Regardless what you are calling the heroes of your story, the question comes back to how common are these people who explore the unknown?
The prevailing thought in the annals of gaming lore is that adventurers represent a very small part of a game world. Most people living inside a setting perform the boring day-to-day drudgery, and the PCs represent the brave few who risk their lives to adventure. It is this risk that you’ll die out there in a tunnel under a cave behind a waterfall at the edge of the frontier that ensures adventurers are rare. In fact, low-level characters die often, which represents this risk in a more ephemeral form.
I imagine the guards in Keep on the Borderlands just shaking their heads at the PCs. “These idiots ain’t coming back.”
But modern editions say otherwise.
If adventurers are rare, wouldn’t centaur adventurers be even more rare? Demon adventurers even more rare than that? The list of backgrounds that should be exceedingly rare have become commonplace. And if seeing a demon warlock walk into a town of 5000 people isn’t cause for alarm, the zeitgeist of adventure is no longer novelty. It’s downright pedestrian. At least, that’s the logical connect I make. Your views may differ.
Why would anyone choose to be a human rogue in a world of half-giant gladiators?
Each gamemaster has to decide how rare adventurers are in their game world. Are there ‘renewable’ dungeons that can be pillaged over and over again like a World of Warcraft™ quest, in order to support the 5,000 adventurers who are on the server at the moment?
I’m guessing your answer is no.
You don’t want adventuring to be commonplace and mundane. You want it to be rare. Almost unique. You want this group of adventurers doing stuff that matter, so their stories matter.
I have my own gutterpunk style in which I run games. The world might be a big place, but all that matters right now is this tiny mudhole of a village and the strange towering statues to unknown gods beyond the dale. If the PCs fight and kill and survive their encounters with the monsters who built these statues, great. And if not, they’ll be dead and will have no idea of the fate of the world.
See King for a Day.
post world games 
In my worlds, the general rule is the bigger the city, the more “cosmopolitan ” it is. Naturally, exceptions abound. A himan-only mega-city of religious fanatics exists and are violently “pure.” A small village that has regular dealings with a clan of centaurs exists at the other extreme. My general rule is that adventurers are about 1 in 1000… the majority of which never get past third level. If your character is an “odd” species, you’ll likely have to deal with prejudice at some point in your career. However, even species such as centaurs, minotaurs, orcs, goblinoids of all varieties, etc. have some degree of representation in the largest cities. The city watch may keep a closer eye on the ogre or orc, but won’t automatically attack them unless they are obviously hostile. For that matter, ogres and orcs are likely employed by the city watch in the rougher areas that their kin are like to frequent.
I’ve had a number of “monstrous” characters who had to stay outside the village or, if very fortunate, were allowed to sleep in the barn.