Although, it may seem that the concept of character creation; one that is a cornerstone of the Roleplaying hobby, would be elementary...and i would agree with you...however, in Ravenloft character creation should be a well thought out process...
Given the fact that most characters don't survive past level 5 or 6, if the game is run correctly...one shouldn't min/max and determine what course of action would lead one's character to instant power brokerage. Rather, one needs to keep the essence of the setting in mind. Gothic horror, fear, madness and most importantly, i feel, a sense of loss.
Remember, most people from outside the Demiplane of Dread have been brought here, against their will, for some reason that attracted the Mists to come across time and space to claim them. While most of the Darklords have arrived because of their irredemable evil...other, 'lesser' individuals have come out of the actions or inactions of vengeance, longing, jealousy...etc. The main issue is that they have emotional 'baggage'. And while statistics for other D&D settings are important, one must remember that the essence of 'who' the character is, remains key in Ravenloft.
In otherwords, a stalwart dwarven fighter, or aloof elven ranger is one thing...but a dwarven fighter, captured and beaten by the elves of Sithicus, and forced to fight against his will lest his family be destroyed, or an elven ranger, once alone in the forest, fighting against the inner beast that tugs at his sould due to his lycanthrope...those are far more interesting to the game and furthers the mystique of the setting considerably.
Here is an exercize you might work through, just to get a taste of 'improved creation'.
I. HOME OR AWAY
Don't focus on race, or class just yet...have a rough frame, but don't be rigid. Think about where you want to come from. Are you native to the Core? an Island of Terror? Are you Barovian? Sithican? Har'Akiri? or maybe you're not native to the Demiplane...Are you from Athas (Dark Sun)? Toril (Forgotten Realms)? Ansalon (Dragonlance)? Zhakata (Al-Qadim)? Your point of origin greatly determines your outlook and opinions, how you act and react to the world around you.
IIa. FACE IN THE MIRROR
One of two possible steps at this point...Race...race is an inportant factor in Ravenloft...while humanity is the most common race on the demiplane, they are also the most dominant...many nations and churches feel that Men are sacrosanct and that any non-humans are an aberation...considering that they live in a nightmare world of monsters, i'd be jumpy too. The races closest to human; elf and half-elf are more accepted than the dwarf, gnome or halfling. Last on the totem pole would be the caliban...the face in the mirror is the face you show the world...
Consider going into a very human settlement as a gnomish bard. Although you carry yourself well in travels...they may have never seen such a creature. This should make you stop and think how your race is perceived and how you react to the world around you. In the Gaz. there are populations by percentage that will help you gauge where each settlement and domain stands.
There are also outsider ratings to roll against listed for the races in the Ravenloft Players guide. Also bear in mind that any and all races are possible in the Dread Realms...I had an Elan Psion, very briefly before being destroyed by the Mist elementals he spawned off of a failed metacreativity roll...but it is also likely to have an Athasian Thri-Kreen...or Celestial Aasimaar...or Zhakatan half-djinn. The DM and player should sit down and discuss the rarity of races and agree upon an outcast rating...humans and nearhumans usually start about a three or so, the more exotic...the higher it gets. (See R:PG for details, chapter II, races.) This is added to diplomacy rolls as a penalty. But i've also used this as a bonus to intimidate rolls for the more monstrous races; Caliban, for example.
Remember, don't be afraid of a little flavor...a good basic rule of Ravenloft is don't start a game without having at least one additional character ready to play...:D